+112,002.2%
AXON vs ILMN
+3,808.2%
+108,194.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.9% |
| 7D | -14.2% | +1.2% | -15.4% | -14.3% |
| 30D | -15.4% | +9.2% | -24.6% | -16.8% |
| 3M | +0.5% | +29.8% | -29.4% | -4.5% |
| 6M | -9.5% | +69.2% | -78.7% | -18.3% |
| YTD | -9.2% | +66.4% | -75.6% | -18.1% |
| 1Y | -29.4% | +123.4% | -152.8% | -40.3% |
| 3Y | +139.4% | +33.2% | +106.2% | +116.7% |
| 5Y | +178.9% | -52.0% | +230.9% | +198.3% |
| 10Y | +1,840.8% | +33.6% | +1,807.2% | +1,631.3% |
| All | +112,002.2% | +3,808.2% | +108,194.0% | +71,097.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling