-11.4%
INSM vs ILMN
+127.6%
-139.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.2% |
| 7D | +6.5% | +1.2% | +5.3% | +6.4% |
| 30D | +27.5% | +9.2% | +18.4% | +26.4% |
| 3M | +20.4% | +29.8% | -9.5% | +16.5% |
| 6M | -15.7% | +69.2% | -84.9% | -20.6% |
| YTD | -27.4% | +66.4% | -93.8% | -31.6% |
| 1Y | -11.4% | +123.4% | -134.8% | -18.6% |
| All | -11.4% | +127.6% | -139.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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