+137.3%
ADBE vs ILMN
+54.3%
+83.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | +1.0% | -23.8% | +24.8% | +7.9% |
| 3M | -10.1% | +7.5% | -17.6% | -14.7% |
| 6M | +3.0% | +42.8% | -39.8% | -11.7% |
| YTD | -30.5% | +57.8% | -88.4% | -43.1% |
| 1Y | -27.1% | +72.6% | -99.7% | -42.1% |
| 3Y | -58.8% | +129.3% | -188.2% | -73.0% |
| 5Y | -63.0% | -44.5% | -18.5% | -58.7% |
| All | +137.3% | +54.3% | +83.0% | +96.9% |
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