+2,006.3%
LLY vs ILMN
+61.7%
+1,944.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.7% |
| 7D | +0.1% | -2.6% | +2.6% | +0.4% |
| 30D | +19.7% | -20.6% | +40.4% | +23.4% |
| 3M | +19.3% | +17.5% | +1.8% | +14.6% |
| 6M | +49.3% | +55.6% | -6.3% | +36.3% |
| YTD | +32.0% | +68.3% | -36.3% | +18.4% |
| 1Y | +53.7% | +81.1% | -27.4% | +36.1% |
| 3Y | +143.7% | +112.2% | +31.6% | +102.4% |
| 5Y | +463.9% | -42.6% | +506.5% | +481.1% |
| 10Y | +2,006.3% | +70.5% | +1,935.9% | +1,546.8% |
| All | +2,006.3% | +61.7% | +1,944.6% | +1,546.8% |
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