+338.2%
AZN vs ILMN
+54.3%
+283.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.2% |
| 7D | -1.1% | -2.9% | +1.8% | -0.6% |
| 30D | +13.8% | -23.8% | +37.7% | +17.6% |
| 3M | +17.3% | +7.5% | +9.8% | +14.0% |
| 6M | -1.7% | +42.8% | -44.5% | -9.3% |
| YTD | +1.4% | +57.8% | -56.5% | -8.6% |
| 1Y | +5.2% | +72.6% | -67.4% | -6.7% |
| 3Y | +52.6% | +129.3% | -76.7% | +23.9% |
| 5Y | +72.9% | -44.5% | +117.4% | +78.3% |
| All | +338.2% | +54.3% | +283.9% | +250.8% |
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