+41.1%
LLY vs ILMN
+70.7%
-29.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +4.6% | +0.7% | +3.8% | +4.5% |
| 30D | +22.4% | -22.7% | +45.1% | +24.3% |
| 3M | +17.1% | +8.6% | +8.5% | +11.4% |
| 6M | +44.6% | +43.8% | +0.8% | +28.6% |
| YTD | +33.5% | +59.8% | -26.3% | +16.3% |
| 1Y | +41.1% | +71.8% | -30.7% | +19.9% |
| All | +41.1% | +70.7% | -29.5% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling