+375.6%
INSM vs ILMN
+37.1%
+338.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.5% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | -4.7% | +12.3% | -17.0% | -6.8% |
| 3M | +32.6% | +33.5% | -0.9% | +24.9% |
| 6M | -10.9% | +69.4% | -80.2% | -19.8% |
| YTD | -28.2% | +60.9% | -89.2% | -35.1% |
| 1Y | -14.9% | +115.0% | -129.8% | -28.2% |
| 3Y | +375.6% | +37.0% | +338.6% | +300.2% |
| All | +375.6% | +37.1% | +338.5% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling