+1,304.8%
AXON vs ILMN
+60.6%
+1,244.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.5% | -20.6% | -19.0% |
| 7D | -26.8% | -9.7% | -17.1% | -24.6% |
| 30D | -22.9% | -20.4% | -2.5% | -18.1% |
| 3M | -40.1% | +10.0% | -50.1% | -43.4% |
| 6M | -18.9% | +49.5% | -68.4% | -31.0% |
| YTD | -44.9% | +62.5% | -107.4% | -54.8% |
| 1Y | -46.7% | +76.0% | -122.7% | -57.5% |
| 3Y | +44.3% | +94.2% | -49.8% | +1.6% |
| 5Y | +71.4% | -46.3% | +117.7% | +94.9% |
| All | +1,304.8% | +60.6% | +1,244.3% | +1,099.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling