+54.5%
AZN vs ILMN
-52.9%
+107.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | -1.2% |
| 7D | -1.5% | +1.9% | -3.4% | -1.7% |
| 30D | -0.9% | +12.3% | -13.1% | -2.3% |
| 3M | -11.8% | +33.5% | -45.4% | -15.1% |
| 6M | -17.6% | +69.4% | -87.0% | -23.2% |
| YTD | -12.0% | +60.9% | -73.0% | -17.7% |
| 1Y | -0.9% | +115.0% | -115.8% | -11.3% |
| 3Y | +23.7% | +37.0% | -13.3% | +15.2% |
| 5Y | +54.5% | -53.1% | +107.7% | +53.5% |
| All | +54.5% | -52.9% | +107.4% | +53.5% |
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