+2,576.1%
LLY vs ILMN
+1,331.5%
+1,244.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.2% | +4.4% | -3.0% |
| 7D | -0.7% | -28.3% | +27.6% | +2.1% |
| 30D | +17.9% | -24.0% | +41.9% | +20.5% |
| 3M | +16.8% | +4.1% | +12.8% | +15.7% |
| 6M | +38.4% | +49.6% | -11.1% | +32.3% |
| YTD | +27.6% | +58.6% | -31.0% | +21.0% |
| 1Y | +48.3% | +69.9% | -21.5% | +39.8% |
| 3Y | +145.4% | +82.9% | +62.5% | +125.8% |
| 5Y | +438.9% | -47.6% | +486.5% | +444.3% |
| 10Y | +2,101.6% | +58.8% | +2,042.8% | +1,903.6% |
| All | +2,576.1% | +1,331.5% | +1,244.6% | +1,803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling