-3.9%
REGN vs ILMN
+29.9%
-33.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -6.0% | -9.2% | +3.2% | -4.2% |
| 30D | -0.4% | +4.4% | -4.7% | -1.3% |
| 3M | +32.0% | +23.9% | +8.1% | +26.5% |
| 6M | +3.0% | +64.5% | -61.5% | -6.5% |
| YTD | +3.2% | +53.5% | -50.3% | -5.6% |
| 1Y | +43.4% | +110.8% | -67.3% | +22.4% |
| All | -3.9% | +29.9% | -33.8% | -15.6% |
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