-34.4%
ILMN vs ABCL
-81.3%
+46.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | +9.2% | +93.1% | -83.9% | -6.5% |
| 3M | +29.8% | +79.4% | -49.6% | +11.6% |
| 6M | +69.2% | +214.9% | -145.7% | +27.3% |
| YTD | +66.4% | +234.2% | -167.8% | +21.7% |
| 1Y | +123.4% | +174.8% | -51.4% | +68.9% |
| 3Y | +33.2% | +104.5% | -71.3% | -0.2% |
| 5Y | -52.0% | -39.0% | -13.0% | -59.1% |
| All | -34.4% | -81.3% | +46.9% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling