+59.8%
ILMN vs ALLE
+222.4%
-162.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | -9.7% | -0.6% | -9.1% | -9.5% |
| 30D | -20.4% | +25.3% | -45.7% | -29.2% |
| 3M | +10.0% | +10.3% | -0.3% | +4.1% |
| 6M | +49.5% | +38.0% | +11.4% | +25.6% |
| YTD | +62.5% | +17.8% | +44.7% | +46.1% |
| 1Y | +76.0% | +13.6% | +62.4% | +61.2% |
| 3Y | +94.2% | +89.2% | +5.0% | +36.9% |
| 5Y | -46.3% | +51.1% | -97.4% | -58.7% |
| All | +59.8% | +222.4% | -162.6% | -6.9% |
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