+76.0%
ILMN vs ALK
-6.6%
+82.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.5% |
| 7D | -9.7% | +9.0% | -18.7% | -9.9% |
| 30D | -20.4% | -1.6% | -18.8% | -20.1% |
| 3M | +10.0% | -23.2% | +33.2% | +12.3% |
| 6M | +49.5% | -3.9% | +53.4% | +50.1% |
| YTD | +62.5% | -22.6% | +85.1% | +56.7% |
| 1Y | +76.0% | -5.3% | +81.3% | +62.5% |
| All | +76.0% | -6.6% | +82.6% | +62.5% |
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