+123.4%
ILMN vs ALB
+60.9%
+62.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | -1.2% |
| 7D | +1.2% | -8.1% | +9.3% | +2.0% |
| 30D | +9.2% | +6.3% | +2.9% | +8.4% |
| 3M | +29.8% | -23.6% | +53.4% | +33.1% |
| 6M | +69.2% | -24.6% | +93.8% | +71.9% |
| YTD | +66.4% | -10.3% | +76.6% | +63.4% |
| 1Y | +123.4% | +61.5% | +61.9% | +103.4% |
| All | +123.4% | +60.9% | +62.5% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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