+1,276.0%
AAPL vs ILMN
+61.7%
+1,214.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.5% |
| 7D | +3.7% | -2.6% | +6.2% | +4.1% |
| 30D | +4.2% | -20.6% | +24.8% | +9.3% |
| 3M | +12.0% | +17.5% | -5.4% | +5.1% |
| 6M | +19.8% | +55.6% | -35.8% | +3.5% |
| YTD | +29.3% | +68.3% | -39.0% | +8.1% |
| 1Y | +31.1% | +81.1% | -50.0% | +7.2% |
| 3Y | +94.9% | +112.2% | -17.3% | +41.6% |
| 5Y | +138.1% | -42.6% | +180.7% | +155.6% |
| 10Y | +1,276.0% | +70.5% | +1,205.5% | +1,003.8% |
| All | +1,276.0% | +61.7% | +1,214.3% | +1,003.8% |
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