+152.5%
ADBE vs ILMN
+28.5%
+124.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.5% |
| 7D | -10.1% | +1.9% | -12.0% | -10.6% |
| 30D | -3.0% | +12.3% | -15.3% | -6.6% |
| 3M | +5.0% | +33.5% | -28.5% | -4.9% |
| 6M | -9.3% | +69.4% | -78.7% | -24.3% |
| YTD | -26.5% | +60.9% | -87.4% | -38.1% |
| 1Y | -28.3% | +115.0% | -143.2% | -46.1% |
| 3Y | -54.1% | +37.0% | -91.1% | -61.8% |
| 5Y | -61.2% | -53.1% | -8.1% | -52.7% |
| 10Y | +152.5% | +27.6% | +124.9% | +112.8% |
| All | +152.5% | +28.5% | +124.1% | +112.8% |
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 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