-32.5%
ILMN vs ALC
+34.7%
-67.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -7.7% |
| 7D | -28.3% | +7.6% | -35.9% | -31.3% |
| 30D | -24.0% | +21.1% | -45.1% | -31.9% |
| 3M | +4.1% | +8.5% | -4.4% | -1.3% |
| 6M | +49.6% | +2.8% | +46.7% | +44.0% |
| YTD | +58.6% | -2.4% | +61.0% | +57.3% |
| 1Y | +69.9% | +3.5% | +66.4% | +62.7% |
| 3Y | +82.9% | +4.2% | +78.7% | +70.4% |
| 5Y | -47.6% | -9.0% | -38.6% | -48.5% |
| All | -32.5% | +34.7% | -67.1% | -43.2% |
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