-45.0%
ILMN vs ALHC
-59.7%
+14.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -3.2% |
| 7D | -9.8% | +3.8% | -13.6% | -10.2% |
| 30D | -22.7% | +1.7% | -24.4% | -22.8% |
| 3M | +12.1% | -44.3% | +56.4% | +17.9% |
| 6M | +51.5% | -57.2% | +108.7% | +62.2% |
| YTD | +63.9% | -61.2% | +125.0% | +76.1% |
| 1Y | +76.6% | -53.2% | +129.7% | +85.1% |
| 3Y | +124.6% | +27.8% | +96.8% | +92.4% |
| 5Y | -42.7% | -65.4% | +22.7% | -47.1% |
| All | -45.0% | -59.7% | +14.8% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling