-27.8%
ADBE vs ILMN
+79.5%
-107.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.0% |
| 7D | -5.6% | -2.6% | -3.1% | -5.5% |
| 30D | -2.0% | -20.6% | +18.6% | -1.0% |
| 3M | -10.5% | +17.5% | -28.0% | -14.2% |
| 6M | -6.2% | +55.6% | -61.8% | -14.8% |
| YTD | -32.2% | +68.3% | -100.5% | -39.4% |
| All | -27.8% | +79.5% | -107.3% | -38.2% |
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