+80.2%
AXON vs ILMN
-44.2%
+124.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.2% |
| 7D | -19.7% | +0.7% | -20.5% | -20.0% |
| 30D | -25.7% | -22.7% | -3.0% | -21.5% |
| 3M | -48.8% | +8.6% | -57.4% | -50.9% |
| 6M | -22.0% | +43.8% | -65.8% | -30.7% |
| YTD | -45.9% | +59.8% | -105.7% | -53.6% |
| 1Y | -46.1% | +71.8% | -117.9% | -54.6% |
| 3Y | +40.9% | +119.0% | -78.1% | +1.3% |
| 5Y | +80.2% | -43.8% | +124.0% | +121.3% |
| All | +80.2% | -44.2% | +124.5% | +121.3% |
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