+934.8%
AZN vs ILMN
+1,324.6%
-389.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.2% |
| 7D | -1.1% | -2.9% | +1.8% | -0.8% |
| 30D | +13.8% | -23.8% | +37.7% | +16.3% |
| 3M | +17.3% | +7.5% | +9.8% | +15.5% |
| 6M | -1.7% | +42.8% | -44.5% | -6.1% |
| YTD | +1.4% | +57.8% | -56.5% | -4.4% |
| 1Y | +5.2% | +72.6% | -67.4% | -1.8% |
| 3Y | +52.6% | +129.3% | -76.7% | +36.3% |
| 5Y | +72.9% | -44.5% | +117.4% | +73.6% |
| 10Y | +333.0% | +54.5% | +278.5% | +290.9% |
| All | +934.8% | +1,324.6% | -389.8% | +607.6% |
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