+140.8%
LLY vs ILMN
+118.2%
+22.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +6.7% | -2.9% | +9.6% | +7.1% |
| 30D | +19.6% | -23.8% | +43.4% | +22.6% |
| 3M | +19.7% | +7.5% | +12.3% | +16.6% |
| 6M | +42.7% | +42.8% | 0.0% | +33.2% |
| YTD | +35.1% | +57.8% | -22.7% | +23.9% |
| 1Y | +42.2% | +72.6% | -30.4% | +28.8% |
| 3Y | +140.8% | +129.3% | +11.4% | +113.6% |
| All | +140.8% | +118.2% | +22.5% | +113.6% |
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