+847.7%
AXP vs ILMN
+1,401.8%
-554.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.9% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | -6.5% | +9.2% | -15.7% | -8.1% |
| 3M | +4.6% | +29.8% | -25.2% | -0.2% |
| 6M | +5.4% | +69.2% | -63.8% | -4.1% |
| YTD | -11.1% | +66.4% | -77.5% | -19.3% |
| 1Y | -0.3% | +123.4% | -123.7% | -14.6% |
| 3Y | +111.6% | +33.2% | +78.4% | +93.4% |
| 5Y | +117.6% | -52.0% | +169.5% | +128.5% |
| 10Y | +474.1% | +33.6% | +440.5% | +394.8% |
| All | +847.7% | +1,401.8% | -554.1% | +325.1% |
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