-30.8%
ILMN vs ALC
+31.8%
-62.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.5% |
| 7D | -9.7% | +4.9% | -14.6% | -12.4% |
| 30D | -20.4% | +19.0% | -39.4% | -28.1% |
| 3M | +10.0% | +7.8% | +2.3% | +4.6% |
| 6M | +49.5% | +14.6% | +34.9% | +36.4% |
| YTD | +62.5% | -4.4% | +66.9% | +62.9% |
| 1Y | +76.0% | +1.4% | +74.6% | +70.2% |
| 3Y | +94.2% | +2.5% | +91.7% | +82.3% |
| 5Y | -46.3% | -10.9% | -35.4% | -46.7% |
| All | -30.8% | +31.8% | -62.6% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling