+49,121.9%
AAPL vs ILMN
+1,365.4%
+47,756.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.2% |
| 7D | +1.8% | -6.0% | +7.8% | +2.6% |
| 30D | +4.3% | -23.0% | +27.3% | +7.9% |
| 3M | +16.6% | +10.4% | +6.2% | +13.7% |
| 6M | +21.6% | +49.4% | -27.8% | +12.9% |
| YTD | +31.2% | +62.3% | -31.2% | +19.5% |
| 1Y | +29.6% | +73.7% | -44.1% | +16.7% |
| 3Y | +93.1% | +122.5% | -29.4% | +63.1% |
| 5Y | +146.2% | -43.2% | +189.4% | +149.3% |
| 10Y | +1,326.9% | +59.0% | +1,267.9% | +1,147.7% |
| All | +49,121.9% | +1,365.4% | +47,756.5% | +25,290.8% |
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 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