-51.4%
ILMN vs ALLE
+13.7%
-65.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | +9.2% | -6.8% | +16.0% | +13.7% |
| 3M | +29.8% | +21.0% | +8.8% | +15.4% |
| 6M | +69.2% | +1.1% | +68.1% | +66.3% |
| YTD | +66.4% | -0.5% | +66.9% | +63.1% |
| 1Y | +123.4% | -7.3% | +130.7% | +129.2% |
| 3Y | +33.2% | +42.3% | -9.1% | +2.8% |
| All | -51.4% | +13.7% | -65.1% | -61.2% |
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