+69.9%
ILMN vs AS
0.0%
+69.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.3% | -5.9% | -8.2% |
| 7D | -28.3% | +7.1% | -35.4% | -28.2% |
| 30D | -24.0% | +12.8% | -36.8% | -23.9% |
| 3M | +4.1% | -14.7% | +18.8% | +5.5% |
| 6M | +49.6% | -9.9% | +59.5% | +50.5% |
| YTD | +58.6% | -16.1% | +74.7% | +60.5% |
| 1Y | +69.9% | +0.2% | +69.7% | +68.2% |
| All | +69.9% | 0.0% | +69.8% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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