+133.0%
AAPL vs ILMN
-46.1%
+179.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.0% |
| 7D | -0.7% | -9.7% | +9.0% | +0.9% |
| 30D | +1.7% | -20.4% | +22.1% | +5.1% |
| 3M | +9.7% | +10.0% | -0.3% | +6.0% |
| 6M | +19.3% | +49.5% | -30.2% | +8.0% |
| YTD | +26.3% | +62.5% | -36.2% | +11.4% |
| 1Y | +27.4% | +76.0% | -48.6% | +10.3% |
| 3Y | +93.6% | +94.2% | -0.6% | +54.6% |
| All | +133.0% | -46.1% | +179.1% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling