+134.1%
LLY vs ILMN
+83.5%
+50.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.2% | +4.4% | -2.9% |
| 7D | -0.7% | -28.3% | +27.6% | +2.6% |
| 30D | +17.9% | -24.0% | +41.9% | +20.8% |
| 3M | +16.8% | +4.1% | +12.8% | +14.4% |
| 6M | +38.4% | +49.6% | -11.1% | +28.8% |
| YTD | +27.6% | +58.6% | -31.0% | +17.4% |
| 1Y | +48.3% | +69.9% | -21.5% | +35.3% |
| All | +134.1% | +83.5% | +50.5% | +107.0% |
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 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