+812.8%
AZN vs ILMN
+1,401.8%
-589.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +0.7% | +9.2% | -8.4% | -0.2% |
| 3M | -10.5% | +29.8% | -40.4% | -13.0% |
| 6M | -19.3% | +69.2% | -88.5% | -23.7% |
| YTD | -10.6% | +66.4% | -77.0% | -15.5% |
| 1Y | +0.5% | +123.4% | -122.9% | -8.2% |
| 3Y | +25.9% | +33.2% | -7.3% | +19.2% |
| 5Y | +52.4% | -52.0% | +104.4% | +56.2% |
| 10Y | +220.8% | +33.6% | +187.2% | +194.1% |
| All | +812.8% | +1,401.8% | -589.0% | +525.6% |
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