-22.6%
ADBE vs ILMN
+127.6%
-150.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.2% | -6.6% |
| 7D | -8.6% | +1.2% | -9.8% | -8.7% |
| 30D | +2.8% | +9.2% | -6.4% | +1.9% |
| 3M | +3.1% | +29.8% | -26.7% | +0.1% |
| 6M | -2.4% | +69.2% | -71.6% | -7.9% |
| YTD | -23.9% | +66.4% | -90.2% | -27.9% |
| 1Y | -22.6% | +123.4% | -146.0% | -27.6% |
| All | -22.6% | +127.6% | -150.2% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling