+135.9%
ILMN vs ALC
+2.0%
+133.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.1% |
| 7D | -6.0% | -6.3% | +0.3% | -3.6% |
| 30D | -23.0% | +12.6% | -35.6% | -27.4% |
| 3M | +10.4% | -3.8% | +14.3% | +11.7% |
| 6M | +49.4% | +16.8% | +32.6% | +37.0% |
| YTD | +62.3% | -7.6% | +70.0% | +66.5% |
| 1Y | +73.7% | -5.9% | +79.6% | +76.2% |
| All | +135.9% | +2.0% | +133.9% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling