+62.4%
AZN vs ILMN
-43.8%
+106.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | -6.0% | +4.1% | -1.3% |
| 30D | +17.1% | -23.0% | +40.2% | +19.6% |
| 3M | +16.8% | +10.4% | +6.4% | +13.8% |
| 6M | +2.0% | +49.4% | -47.4% | -4.6% |
| YTD | +1.9% | +62.3% | -60.4% | -6.1% |
| 1Y | +5.2% | +73.7% | -68.5% | -4.0% |
| 3Y | +54.8% | +122.5% | -67.7% | +33.1% |
| 5Y | +62.4% | -43.2% | +105.6% | +56.5% |
| All | +62.4% | -43.8% | +106.2% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling