+132.2%
ILMN vs ALLE
+331.3%
-199.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -6.7% |
| 7D | -28.3% | 0.0% | -28.3% | -28.3% |
| 30D | -24.0% | +20.6% | -44.5% | -31.6% |
| 3M | +4.1% | +11.4% | -7.3% | -2.4% |
| 6M | +49.6% | +42.5% | +7.0% | +22.1% |
| YTD | +58.6% | +18.9% | +39.7% | +40.8% |
| 1Y | +69.9% | +14.2% | +55.7% | +54.2% |
| 3Y | +82.9% | +90.7% | -7.8% | +25.0% |
| 5Y | -47.6% | +52.5% | -100.1% | -60.4% |
| 10Y | +58.8% | +231.2% | -172.4% | -29.8% |
| All | +132.2% | +331.3% | -199.2% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling