+97.5%
REGN vs ILMN
+28.7%
+68.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.0% |
| 7D | -5.6% | -5.4% | -0.2% | -4.5% |
| 30D | -2.0% | +7.0% | -9.0% | -3.5% |
| 3M | +28.0% | +24.2% | +3.7% | +21.7% |
| 6M | +1.2% | +69.9% | -68.8% | -10.3% |
| YTD | +1.6% | +57.4% | -55.8% | -8.9% |
| 1Y | +38.2% | +107.9% | -69.6% | +15.4% |
| 3Y | -5.4% | +37.1% | -42.5% | -16.2% |
| 5Y | +21.3% | -53.7% | +75.0% | +34.1% |
| All | +97.5% | +28.7% | +68.7% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling