+109.5%
AXON vs ILMN
-49.5%
+158.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -8.2% | -1.6% | -7.8% |
| 7D | -12.7% | -28.3% | +15.6% | -5.6% |
| 30D | -8.6% | -24.0% | +15.3% | -2.8% |
| 3M | -37.2% | +4.1% | -41.3% | -39.0% |
| 6M | +0.5% | +49.6% | -49.0% | -11.6% |
| YTD | -32.6% | +58.6% | -91.2% | -42.0% |
| 1Y | -40.2% | +69.9% | -110.1% | -49.4% |
| 3Y | +76.1% | +82.9% | -6.8% | +35.0% |
| 5Y | +109.5% | -47.6% | +157.1% | +189.1% |
| All | +109.5% | -49.5% | +158.9% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling