+455.5%
AXP vs ILMN
+56.7%
+398.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.9% | -0.5% |
| 7D | +0.4% | -28.3% | +28.7% | +7.3% |
| 30D | +7.0% | -24.0% | +31.0% | +12.8% |
| 3M | -6.6% | +4.1% | -10.7% | -9.1% |
| 6M | +3.5% | +49.6% | -46.1% | -7.9% |
| YTD | -11.2% | +58.6% | -69.8% | -22.8% |
| 1Y | -10.2% | +69.9% | -80.0% | -23.2% |
| 3Y | +120.0% | +82.9% | +37.2% | +75.8% |
| 5Y | +95.6% | -47.6% | +143.2% | +107.0% |
| All | +455.5% | +56.7% | +398.8% | +356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling