+93.9%
ILMN vs ADVB
-76.7%
+170.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.9% |
| 7D | -21.6% | -29.5% | +8.0% | -21.7% |
| 30D | -22.9% | -66.9% | +44.0% | -23.6% |
| 3M | +11.6% | -73.7% | +85.3% | +10.2% |
| 6M | +62.5% | -64.8% | +127.3% | +62.0% |
| YTD | +72.7% | -64.0% | +136.8% | +75.3% |
| 1Y | +93.9% | -77.0% | +170.8% | +101.0% |
| All | +93.9% | -76.7% | +170.5% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling