+93.9%
ILMN vs ALK
-1.1%
+94.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.8% | -13.7% | -5.1% |
| 7D | -21.6% | +12.4% | -34.0% | -21.8% |
| 30D | -22.9% | +2.1% | -24.9% | -22.7% |
| 3M | +11.6% | -23.9% | +35.5% | +14.4% |
| 6M | +62.5% | +8.2% | +54.3% | +61.9% |
| YTD | +72.7% | -20.5% | +93.2% | +67.0% |
| 1Y | +93.9% | -1.0% | +94.9% | +75.0% |
| All | +93.9% | -1.1% | +94.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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