+1,045.4%
ILMN vs ALK
+578.5%
+466.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +9.2% | -19.2% | +28.4% | +15.4% |
| 3M | +29.8% | -1.5% | +31.4% | +29.0% |
| 6M | +69.2% | -13.1% | +82.3% | +72.0% |
| YTD | +66.4% | -16.4% | +82.8% | +68.8% |
| 1Y | +123.4% | -33.1% | +156.5% | +139.7% |
| 3Y | +33.2% | +0.6% | +32.5% | +22.6% |
| 5Y | -52.0% | -26.4% | -25.6% | -52.8% |
| 10Y | +33.6% | -34.2% | +67.8% | +20.5% |
| All | +1,045.4% | +578.5% | +466.9% | +288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling