+143.6%
ILMN vs ALLE
+260.9%
-117.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 3M | +29.8% | +21.0% | +8.8% | +16.7% |
| 6M | +69.2% | +1.1% | +68.1% | +66.3% |
| YTD | +66.4% | -0.5% | +66.9% | +63.5% |
| 1Y | +123.4% | -7.3% | +130.7% | +128.2% |
| 3Y | +33.2% | +42.3% | -9.1% | +7.2% |
| 5Y | -52.0% | +13.5% | -65.4% | -57.5% |
| 10Y | +33.6% | +144.0% | -110.4% | -28.5% |
| All | +143.6% | +260.9% | -117.3% | -0.2% |
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 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