+59.8%
ILMN vs ALB
+33.3%
+26.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | -9.7% | +9.1% | -18.8% | -12.0% |
| 30D | -20.4% | -3.4% | -17.0% | -19.8% |
| 3M | +10.0% | -20.6% | +30.6% | +16.2% |
| 6M | +49.5% | -48.2% | +97.6% | +76.1% |
| YTD | +62.5% | -29.2% | +91.7% | +70.7% |
| 1Y | +76.0% | +10.0% | +66.0% | +60.9% |
| 3Y | +94.2% | -12.9% | +107.1% | +75.5% |
| 5Y | -46.3% | -61.3% | +15.0% | -40.7% |
| All | +59.8% | +33.3% | +26.5% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling