+877.2%
INSM vs ILMN
+25.5%
+851.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +4.2% |
| 7D | +1.7% | -3.9% | +5.6% | +3.1% |
| 30D | -4.4% | +6.9% | -11.3% | -7.2% |
| 3M | +30.0% | +28.1% | +1.9% | +16.5% |
| 6M | -10.0% | +65.0% | -75.0% | -27.2% |
| YTD | -26.0% | +56.3% | -82.3% | -39.6% |
| 1Y | -12.5% | +108.7% | -121.2% | -38.0% |
| 3Y | +390.5% | +33.1% | +357.4% | +296.6% |
| 5Y | +357.7% | -54.1% | +411.8% | +489.6% |
| 10Y | +877.2% | +27.8% | +849.4% | +569.2% |
| All | +877.2% | +25.5% | +851.8% | +569.2% |
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