+76.0%
ILMN vs ALLE
+13.1%
+62.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | -9.7% | -0.6% | -9.1% | -9.6% |
| 30D | -20.4% | +25.3% | -45.7% | -23.0% |
| 3M | +10.0% | +10.3% | -0.3% | +8.9% |
| 6M | +49.5% | +38.0% | +11.4% | +41.3% |
| YTD | +62.5% | +17.8% | +44.7% | +52.1% |
| 1Y | +76.0% | +13.6% | +62.4% | +69.4% |
| All | +76.0% | +13.1% | +62.8% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling