+120.0%
ADBE vs ILMN
+61.7%
+58.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.9% |
| 7D | -5.6% | -2.6% | -3.1% | -5.2% |
| 30D | -2.0% | -20.6% | +18.6% | +3.5% |
| 3M | -10.5% | +17.5% | -28.0% | -17.3% |
| 6M | -6.2% | +55.6% | -61.8% | -21.6% |
| YTD | -32.2% | +68.3% | -100.5% | -45.4% |
| 1Y | -27.4% | +81.1% | -108.5% | -43.0% |
| 3Y | -58.9% | +112.2% | -171.1% | -72.0% |
| 5Y | -64.5% | -42.6% | -21.9% | -60.5% |
| 10Y | +120.0% | +70.5% | +49.5% | +80.0% |
| All | +120.0% | +61.7% | +58.3% | +80.0% |
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 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