+443.8%
LLY vs ILMN
-46.1%
+490.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -4.5% | -9.7% | +5.2% | -3.4% |
| 30D | +13.9% | -20.4% | +34.3% | +16.3% |
| 3M | +13.8% | +10.0% | +3.7% | +11.1% |
| 6M | +37.6% | +49.5% | -11.9% | +28.9% |
| YTD | +26.6% | +62.5% | -35.9% | +17.0% |
| 1Y | +45.3% | +76.0% | -30.6% | +33.0% |
| 3Y | +132.2% | +94.2% | +38.1% | +104.3% |
| All | +443.8% | -46.1% | +490.0% | +441.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling