+119.7%
AXP vs ILMN
+83.5%
+36.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.9% | -1.1% |
| 7D | +0.4% | -28.3% | +28.7% | +5.2% |
| 30D | +7.0% | -24.0% | +31.0% | +11.0% |
| 3M | -6.6% | +4.1% | -10.7% | -8.6% |
| 6M | +3.5% | +49.6% | -46.1% | -5.5% |
| YTD | -11.2% | +58.6% | -69.8% | -20.4% |
| 1Y | -10.2% | +69.9% | -80.0% | -20.6% |
| All | +119.7% | +83.5% | +36.2% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling