+701.9%
INSM vs ILMN
+54.3%
+647.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +5.9% | -2.9% | +8.8% | +6.9% |
| 30D | +23.9% | -23.8% | +47.7% | +34.4% |
| 3M | -4.1% | +7.5% | -11.6% | -10.0% |
| 6M | +2.7% | +42.8% | -40.1% | -14.9% |
| YTD | -30.4% | +57.8% | -88.2% | -45.4% |
| 1Y | -36.6% | +72.6% | -109.2% | -52.1% |
| 3Y | +406.9% | +129.3% | +277.6% | +207.0% |
| 5Y | +280.3% | -44.5% | +324.8% | +335.6% |
| All | +701.9% | +54.3% | +647.6% | +447.1% |
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