-42.6%
ILMN vs ALLE
+55.0%
-97.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.1% |
| 7D | -2.6% | -0.6% | -1.9% | -2.2% |
| 30D | -20.6% | +26.6% | -47.2% | -30.9% |
| 3M | +17.5% | +13.2% | +4.3% | +9.0% |
| 6M | +55.6% | +42.9% | +12.7% | +25.0% |
| YTD | +68.3% | +21.0% | +47.3% | +46.8% |
| 1Y | +81.1% | +15.2% | +66.0% | +63.2% |
| 3Y | +112.2% | +95.6% | +16.6% | +33.8% |
| 5Y | -42.6% | +53.4% | -96.0% | -60.6% |
| All | -42.6% | +55.0% | -97.6% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling