-14.4%
INSM vs ILMN
+1,401.8%
-1,416.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | 0.0% |
| 7D | +6.5% | +1.2% | +5.3% | +6.2% |
| 30D | +27.5% | +9.2% | +18.4% | +24.6% |
| 3M | +20.4% | +29.8% | -9.5% | +12.8% |
| 6M | -15.7% | +69.2% | -84.9% | -25.8% |
| YTD | -27.4% | +66.4% | -93.8% | -36.2% |
| 1Y | -11.4% | +123.4% | -134.8% | -28.0% |
| 3Y | +457.8% | +33.2% | +424.7% | +394.1% |
| 5Y | +343.0% | -52.0% | +394.9% | +382.1% |
| 10Y | +848.1% | +33.6% | +814.5% | +733.7% |
| All | -14.4% | +1,401.8% | -1,416.2% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling