-47.6%
ILMN vs ALK
-33.9%
-13.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.2% | -4.9% | -7.4% |
| 7D | -28.3% | +7.1% | -35.3% | -29.7% |
| 30D | -24.0% | -3.0% | -21.0% | -23.7% |
| 3M | +4.1% | -25.6% | +29.7% | +11.7% |
| 6M | +49.6% | +0.5% | +49.1% | +45.6% |
| YTD | +58.6% | -23.1% | +81.6% | +63.0% |
| 1Y | +69.9% | -7.5% | +77.4% | +63.3% |
| 3Y | +82.9% | +15.3% | +67.6% | +47.0% |
| 5Y | -47.6% | -34.8% | -12.8% | -49.7% |
| All | -47.6% | -33.9% | -13.7% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling