+463.9%
LLY vs ILMN
-43.3%
+507.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.9% |
| 7D | +0.1% | -2.6% | +2.6% | +0.3% |
| 30D | +19.7% | -20.6% | +40.4% | +22.3% |
| 3M | +19.3% | +17.5% | +1.8% | +15.6% |
| 6M | +49.3% | +55.6% | -6.3% | +39.3% |
| YTD | +32.0% | +68.3% | -36.3% | +21.5% |
| 1Y | +53.7% | +81.1% | -27.4% | +40.2% |
| 3Y | +143.7% | +112.2% | +31.6% | +112.2% |
| 5Y | +463.9% | -42.6% | +506.5% | +460.5% |
| All | +463.9% | -43.3% | +507.2% | +460.5% |
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