+991.7%
ILMN vs ALB
+1,180.8%
-189.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +3.6% | -11.8% | -9.4% |
| 7D | -28.3% | +5.5% | -33.8% | -29.7% |
| 30D | -24.0% | -7.5% | -16.5% | -22.1% |
| 3M | +4.1% | -16.9% | +21.0% | +9.5% |
| 6M | +49.6% | -49.2% | +98.8% | +84.3% |
| YTD | +58.6% | -29.9% | +88.5% | +69.2% |
| 1Y | +69.9% | +8.2% | +61.7% | +53.8% |
| 3Y | +82.9% | -19.4% | +102.3% | +66.5% |
| 5Y | -47.6% | -61.6% | +14.0% | -40.7% |
| 10Y | +58.8% | +34.6% | +24.2% | -4.2% |
| All | +991.7% | +1,180.8% | -189.0% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling