-51.4%
ILMN vs ALB
-44.4%
-7.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | -0.3% |
| 7D | +1.2% | -8.1% | +9.3% | +3.6% |
| 30D | +9.2% | +6.3% | +2.9% | +6.8% |
| 3M | +29.8% | -23.6% | +53.4% | +38.8% |
| 6M | +69.2% | -24.6% | +93.8% | +78.5% |
| YTD | +66.4% | -10.3% | +76.6% | +63.8% |
| 1Y | +123.4% | +61.5% | +61.9% | +77.6% |
| 3Y | +33.2% | -34.0% | +67.1% | +33.2% |
| All | -51.4% | -44.4% | -7.0% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling