+47,286.6%
AAPL vs ILMN
+1,366.8%
+45,919.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -0.7% | -9.7% | +9.0% | +0.7% |
| 30D | +1.7% | -20.4% | +22.1% | +4.6% |
| 3M | +9.7% | +10.0% | -0.3% | +7.0% |
| 6M | +19.3% | +49.5% | -30.2% | +10.7% |
| YTD | +26.3% | +62.5% | -36.2% | +15.0% |
| 1Y | +27.4% | +76.0% | -48.6% | +14.6% |
| 3Y | +93.6% | +94.2% | -0.6% | +66.8% |
| 5Y | +131.7% | -46.3% | +178.0% | +136.6% |
| 10Y | +1,268.5% | +62.7% | +1,205.8% | +1,092.9% |
| All | +47,286.6% | +1,366.8% | +45,919.8% | +24,342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling