+27.6%
ILMN vs ALB
+78.9%
-51.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.0% |
| 7D | +1.9% | -4.4% | +6.3% | +3.1% |
| 30D | +12.3% | -1.2% | +13.5% | +12.3% |
| 3M | +33.5% | -13.3% | +46.9% | +37.4% |
| 6M | +69.4% | -19.8% | +89.1% | +75.3% |
| YTD | +60.9% | -7.9% | +68.8% | +58.0% |
| 1Y | +115.0% | +60.2% | +54.8% | +75.0% |
| 3Y | +37.0% | -26.4% | +63.4% | +31.4% |
| 5Y | -53.1% | -42.5% | -10.6% | -53.4% |
| 10Y | +27.6% | +83.0% | -55.4% | -20.2% |
| All | +27.6% | +78.9% | -51.4% | -20.2% |
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