+215.5%
AZN vs ILMN
+25.5%
+190.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | -3.1% | -9.2% | +6.1% | -1.6% |
| 30D | +0.6% | +4.4% | -3.8% | -0.2% |
| 3M | -10.8% | +23.9% | -34.7% | -14.1% |
| 6M | -18.1% | +64.5% | -82.6% | -25.1% |
| YTD | -12.3% | +53.5% | -65.7% | -19.1% |
| 1Y | -0.2% | +110.8% | -111.0% | -13.6% |
| 3Y | +23.4% | +30.7% | -7.3% | +13.2% |
| 5Y | +56.4% | -54.8% | +111.2% | +70.2% |
| All | +215.5% | +25.5% | +190.0% | +165.1% |
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 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