-6.7%
AXP vs ILMN
+92.1%
-98.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.5% |
| 7D | +4.6% | -21.6% | +26.2% | +6.2% |
| 30D | +9.7% | -22.9% | +32.6% | +11.5% |
| 3M | -3.8% | +11.6% | -15.4% | -5.4% |
| 6M | +4.8% | +62.5% | -57.7% | -1.0% |
| YTD | -9.1% | +72.7% | -81.8% | -16.9% |
| 1Y | -6.7% | +93.9% | -100.6% | -19.3% |
| All | -6.7% | +92.1% | -98.8% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling