-28.3%
ILMN vs ALC
+32.2%
-60.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -2.6% | +2.1% | -4.6% | -4.0% |
| 30D | -20.6% | +17.2% | -37.8% | -27.7% |
| 3M | +17.5% | +4.6% | +12.8% | +13.6% |
| 6M | +55.6% | +20.1% | +35.5% | +38.4% |
| YTD | +68.3% | -4.2% | +72.5% | +68.5% |
| 1Y | +81.1% | +2.1% | +79.0% | +74.5% |
| 3Y | +112.2% | +4.5% | +107.7% | +97.0% |
| 5Y | -42.6% | -12.3% | -30.2% | -42.6% |
| All | -28.3% | +32.2% | -60.5% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling