+56.0%
ILMN vs ALK
-45.9%
+101.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.9% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | -23.8% | +7.7% | -31.5% | -25.4% |
| 3M | +7.5% | -19.0% | +26.4% | +11.9% |
| 6M | +42.8% | -0.2% | +43.0% | +40.0% |
| YTD | +57.8% | -23.5% | +81.3% | +62.0% |
| 1Y | +72.6% | -9.1% | +81.7% | +69.1% |
| 3Y | +129.3% | +12.0% | +117.3% | +105.0% |
| 5Y | -44.5% | -30.9% | -13.6% | -45.2% |
| All | +56.0% | -45.9% | +101.9% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling