-58.8%
ADBE vs ILMN
+118.2%
-177.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +1.6% | -2.9% | +4.5% | +1.9% |
| 30D | +1.0% | -23.8% | +24.8% | +3.5% |
| 3M | -10.1% | +7.5% | -17.6% | -12.5% |
| 6M | +3.0% | +42.8% | -39.8% | -4.1% |
| YTD | -30.5% | +57.8% | -88.4% | -36.5% |
| 1Y | -27.1% | +72.6% | -99.7% | -34.3% |
| 3Y | -58.8% | +129.3% | -188.2% | -64.1% |
| All | -58.8% | +118.2% | -177.1% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling