+2,043.2%
LLY vs ILMN
+60.6%
+1,982.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.2% |
| 7D | -4.5% | -9.7% | +5.2% | -3.0% |
| 30D | +13.9% | -20.4% | +34.3% | +17.2% |
| 3M | +13.8% | +10.0% | +3.7% | +10.4% |
| 6M | +37.6% | +49.5% | -11.9% | +26.5% |
| YTD | +26.6% | +62.5% | -35.9% | +14.2% |
| 1Y | +45.3% | +76.0% | -30.6% | +29.4% |
| 3Y | +132.2% | +94.2% | +38.1% | +96.1% |
| 5Y | +434.7% | -46.3% | +481.0% | +457.5% |
| All | +2,043.2% | +60.6% | +1,982.6% | +1,635.0% |
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