+395.7%
INSM vs ILMN
+103.6%
+292.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.0% |
| 7D | +6.2% | -2.6% | +8.8% | +6.4% |
| 30D | +15.4% | -20.6% | +36.0% | +18.5% |
| 3M | -11.4% | +17.5% | -28.9% | -15.1% |
| 6M | +14.6% | +55.6% | -41.1% | +3.7% |
| YTD | -33.3% | +68.3% | -101.6% | -40.8% |
| 1Y | -38.8% | +81.1% | -119.9% | -46.5% |
| 3Y | +395.7% | +112.2% | +283.6% | +323.5% |
| All | +395.7% | +103.6% | +292.1% | +323.5% |
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 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