-30.2%
ILMN vs ALC
+30.3%
-60.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -1.9% |
| 7D | -9.8% | +2.3% | -12.1% | -11.2% |
| 30D | -22.7% | +15.5% | -38.3% | -29.1% |
| 3M | +12.1% | +0.6% | +11.5% | +10.6% |
| 6M | +51.5% | +18.4% | +33.1% | +35.7% |
| YTD | +63.9% | -5.6% | +69.4% | +65.2% |
| 1Y | +76.6% | 0.0% | +76.5% | +72.0% |
| 3Y | +124.6% | +2.8% | +121.8% | +110.3% |
| 5Y | -42.7% | -8.8% | -33.9% | -43.5% |
| All | -30.2% | +30.3% | -60.5% | -40.3% |
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