+56.0%
ILMN vs ALLE
+211.7%
-155.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.7% |
| 7D | -2.9% | +3.6% | -6.4% | -4.5% |
| 30D | -23.8% | +25.9% | -49.7% | -32.3% |
| 3M | +7.5% | +15.8% | -8.3% | -0.6% |
| 6M | +42.8% | +48.1% | -5.3% | +16.0% |
| YTD | +57.8% | +22.0% | +35.9% | +39.6% |
| 1Y | +72.6% | +18.0% | +54.6% | +55.3% |
| 3Y | +129.3% | +93.1% | +36.3% | +60.4% |
| 5Y | -44.5% | +52.1% | -96.6% | -57.5% |
| All | +56.0% | +211.7% | -155.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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