+53.9%
ILMN vs AS
+120.4%
-66.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.1% | -2.3% |
| 7D | +1.2% | -4.9% | +6.1% | +2.2% |
| 30D | +9.2% | -19.6% | +28.8% | +14.0% |
| 3M | +29.8% | -14.4% | +44.2% | +33.2% |
| 6M | +69.2% | -20.1% | +89.3% | +75.6% |
| YTD | +66.4% | -20.9% | +87.3% | +72.2% |
| 1Y | +123.4% | -21.9% | +145.3% | +131.5% |
| All | +53.9% | +120.4% | -66.4% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling