+735.6%
INSM vs ILMN
+59.3%
+676.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +9.8% | -6.0% | +15.8% | +12.1% |
| 30D | +22.5% | -23.0% | +45.6% | +32.5% |
| 3M | -8.9% | +10.4% | -19.3% | -15.4% |
| 6M | +16.2% | +49.4% | -33.2% | -5.2% |
| YTD | -30.6% | +62.3% | -93.0% | -46.1% |
| 1Y | -37.7% | +73.7% | -111.3% | -53.0% |
| 3Y | +408.4% | +122.5% | +285.9% | +213.2% |
| 5Y | +279.6% | -43.2% | +322.8% | +331.4% |
| 10Y | +735.6% | +59.0% | +676.7% | +481.8% |
| All | +735.6% | +59.3% | +676.4% | +481.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling