+123.4%
ILMN vs ALHC
-16.6%
+140.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | +9.2% | -1.0% | +10.2% | +9.2% |
| 3M | +29.8% | -10.2% | +40.0% | +31.4% |
| 6M | +69.2% | -28.3% | +97.5% | +69.2% |
| YTD | +66.4% | -31.4% | +97.8% | +67.2% |
| 1Y | +123.4% | -16.9% | +140.3% | +126.0% |
| All | +123.4% | -16.6% | +140.0% | +126.0% |
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