+59.8%
ILMN vs ALK
-41.7%
+101.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.3% |
| 7D | -9.7% | +9.0% | -18.7% | -11.7% |
| 30D | -20.4% | -1.6% | -18.8% | -20.5% |
| 3M | +10.0% | -23.2% | +33.2% | +16.0% |
| 6M | +49.5% | -3.9% | +53.4% | +47.9% |
| YTD | +62.5% | -22.6% | +85.1% | +66.4% |
| 1Y | +76.0% | -5.3% | +81.3% | +70.6% |
| 3Y | +94.2% | +18.6% | +75.6% | +71.0% |
| 5Y | -46.3% | -34.4% | -11.9% | -46.4% |
| All | +59.8% | -41.7% | +101.5% | +64.8% |
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