-35.9%
ILMN vs ABCL
-80.5%
+44.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.3% | +1.0% |
| 7D | -9.7% | -3.2% | -6.5% | -9.1% |
| 30D | -20.4% | -7.4% | -13.0% | -19.0% |
| 3M | +10.0% | +81.9% | -71.9% | -4.3% |
| 6M | +49.5% | +135.7% | -86.2% | +20.1% |
| YTD | +62.5% | +247.4% | -184.9% | +18.0% |
| 1Y | +76.0% | +162.3% | -86.3% | +35.3% |
| 3Y | +94.2% | +165.5% | -71.3% | +38.5% |
| 5Y | -46.3% | -21.3% | -25.0% | -55.4% |
| All | -35.9% | -80.5% | +44.6% | -44.5% |
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