+93.9%
ILMN vs ALC
+4.2%
+89.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.8% | -11.7% | -5.9% |
| 7D | -21.6% | +10.7% | -32.3% | -23.1% |
| 30D | -22.9% | +20.2% | -43.0% | -26.1% |
| 3M | +11.6% | +8.9% | +2.7% | +9.8% |
| 6M | +62.5% | +5.7% | +56.8% | +60.2% |
| YTD | +72.7% | -1.4% | +74.1% | +78.3% |
| 1Y | +93.9% | +4.7% | +89.1% | +95.5% |
| All | +93.9% | +4.2% | +89.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling