+89.5%
ILMN vs ABCL
+139.9%
-50.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.4% | +1.2% | -6.1% |
| 7D | -28.3% | -14.9% | -13.4% | -25.5% |
| 30D | -24.0% | -15.4% | -8.6% | -21.0% |
| 3M | +4.1% | +88.0% | -83.9% | -10.1% |
| 6M | +49.6% | +138.8% | -89.3% | +19.3% |
| YTD | +58.6% | +225.4% | -166.9% | +15.9% |
| 1Y | +69.9% | +137.3% | -67.4% | +33.4% |
| All | +89.5% | +139.9% | -50.4% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling