-37.7%
INSM vs ILMN
+74.5%
-112.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | +9.8% | -6.0% | +15.8% | +10.0% |
| 30D | +22.5% | -23.0% | +45.6% | +23.6% |
| 3M | -8.9% | +10.4% | -19.3% | -11.0% |
| 6M | +16.2% | +49.4% | -33.2% | +6.8% |
| YTD | -30.6% | +62.3% | -93.0% | -37.3% |
| 1Y | -37.7% | +73.7% | -111.3% | -44.5% |
| All | -37.7% | +74.5% | -112.2% | -44.5% |
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