-32.8%
ILMN vs ALC
+30.4%
-63.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -2.8% |
| 7D | -2.9% | -1.1% | -1.8% | -2.4% |
| 30D | -23.8% | +16.0% | -39.9% | -30.3% |
| 3M | +7.5% | +0.8% | +6.6% | +6.0% |
| 6M | +42.8% | +16.8% | +25.9% | +28.8% |
| YTD | +57.8% | -5.5% | +63.3% | +59.0% |
| 1Y | +72.6% | -5.3% | +77.9% | +73.5% |
| 3Y | +129.3% | +4.1% | +125.3% | +113.0% |
| 5Y | -44.5% | -7.1% | -37.5% | -45.7% |
| All | -32.8% | +30.4% | -63.2% | -42.6% |
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