+44.3%
AXON vs ILMN
+88.1%
-43.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.5% | -20.6% | -18.5% |
| 7D | -26.8% | -9.7% | -17.1% | -25.8% |
| 30D | -22.9% | -20.4% | -2.5% | -20.6% |
| 3M | -40.1% | +10.0% | -50.1% | -41.7% |
| 6M | -18.9% | +49.5% | -68.4% | -24.8% |
| YTD | -44.9% | +62.5% | -107.4% | -49.6% |
| 1Y | -46.7% | +76.0% | -122.7% | -51.8% |
| 3Y | +44.3% | +94.2% | -49.8% | +22.6% |
| All | +44.3% | +88.1% | -43.7% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling