-37.0%
ILMN vs ABCL
-81.0%
+43.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.0% |
| 7D | +0.7% | +4.4% | -3.7% | -0.2% |
| 30D | -22.7% | -7.9% | -14.9% | -21.3% |
| 3M | +8.6% | +12.2% | -3.6% | +5.7% |
| 6M | +43.8% | +134.7% | -90.9% | +15.8% |
| YTD | +59.8% | +239.8% | -180.0% | +16.6% |
| 1Y | +71.8% | +192.7% | -120.9% | +29.3% |
| 3Y | +119.0% | +187.6% | -68.6% | +53.6% |
| 5Y | -43.8% | -22.6% | -21.2% | -53.1% |
| All | -37.0% | -81.0% | +43.9% | -45.2% |
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