-47.6%
ILMN vs ABCL
-30.0%
-17.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.4% | +1.2% | -5.8% |
| 7D | -28.3% | -14.9% | -13.4% | -25.1% |
| 30D | -24.0% | -15.4% | -8.6% | -20.6% |
| 3M | +4.1% | +88.0% | -83.9% | -12.7% |
| 6M | +49.6% | +138.8% | -89.3% | +14.5% |
| YTD | +58.6% | +225.4% | -166.9% | +9.6% |
| 1Y | +69.9% | +137.3% | -67.4% | +27.2% |
| 3Y | +82.9% | +136.8% | -53.9% | +25.1% |
| 5Y | -47.6% | -26.2% | -21.4% | -56.3% |
| All | -47.6% | -30.0% | -17.6% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling