-37.8%
ILMN vs ABCL
-81.2%
+43.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.9% | -3.3% | +0.4% | -2.2% |
| 30D | -23.8% | -7.1% | -16.7% | -22.5% |
| 3M | +7.5% | +4.7% | +2.7% | +6.2% |
| 6M | +42.8% | +140.9% | -98.1% | +14.3% |
| YTD | +57.8% | +236.0% | -178.1% | +15.5% |
| 1Y | +72.6% | +217.4% | -144.8% | +27.7% |
| 3Y | +129.3% | +188.7% | -59.4% | +60.8% |
| 5Y | -44.5% | -23.5% | -21.0% | -53.5% |
| All | -37.8% | -81.2% | +43.4% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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