+1,210.4%
AAPL vs ILMN
+28.5%
+1,182.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.3% |
| 7D | -2.7% | +1.9% | -4.6% | -3.2% |
| 30D | +1.0% | +12.3% | -11.3% | -2.2% |
| 3M | +5.0% | +33.5% | -28.6% | -3.3% |
| 6M | +23.0% | +69.4% | -46.3% | +6.0% |
| YTD | +16.6% | +60.9% | -44.3% | +1.0% |
| 1Y | +33.4% | +115.0% | -81.5% | +4.9% |
| 3Y | +79.9% | +37.0% | +42.9% | +53.6% |
| 5Y | +109.0% | -53.1% | +162.2% | +140.7% |
| 10Y | +1,210.4% | +27.6% | +1,182.9% | +1,005.4% |
| All | +1,210.4% | +28.5% | +1,182.0% | +1,005.4% |
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