+124.6%
ILMN vs ALB
-13.3%
+137.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -1.7% |
| 7D | -9.8% | +5.3% | -15.0% | -11.0% |
| 30D | -22.7% | -6.3% | -16.5% | -21.7% |
| 3M | +12.1% | -27.4% | +39.5% | +19.9% |
| 6M | +51.5% | -53.1% | +104.6% | +79.3% |
| YTD | +63.9% | -32.3% | +96.2% | +71.3% |
| 1Y | +76.6% | -7.3% | +83.9% | +67.8% |
| 3Y | +124.6% | -14.9% | +139.5% | +97.6% |
| All | +124.6% | -13.3% | +137.9% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling