+93.9%
ILMN vs ALHC
-51.4%
+145.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.1% | -15.0% | -5.1% |
| 7D | -21.6% | -0.5% | -21.1% | -21.6% |
| 30D | -22.9% | -4.2% | -18.6% | -22.9% |
| 3M | +11.6% | -39.8% | +51.4% | +11.4% |
| 6M | +62.5% | -57.7% | +120.3% | +65.5% |
| YTD | +72.7% | -58.8% | +131.5% | +70.0% |
| 1Y | +93.9% | -52.4% | +146.2% | +82.0% |
| All | +93.9% | -51.4% | +145.3% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling