+469.1%
AXP vs ILMN
+33.5%
+435.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | -6.5% | +9.2% | -15.7% | -8.6% |
| 3M | +4.6% | +29.8% | -25.2% | -1.8% |
| 6M | +5.4% | +69.2% | -63.8% | -7.3% |
| YTD | -11.1% | +66.4% | -77.5% | -22.1% |
| 1Y | -0.3% | +123.4% | -123.7% | -19.6% |
| 3Y | +111.6% | +33.2% | +78.4% | +86.5% |
| 5Y | +117.6% | -52.0% | +169.5% | +137.7% |
| All | +469.1% | +33.5% | +435.6% | +368.6% |
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 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