-57.7%
ADBE vs ILMN
+88.1%
-145.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.2% |
| 7D | -4.4% | -9.7% | +5.3% | -3.4% |
| 30D | +2.8% | -20.4% | +23.2% | +4.7% |
| 3M | -8.0% | +10.0% | -18.1% | -10.5% |
| 6M | -4.3% | +49.5% | -53.8% | -11.1% |
| YTD | -31.6% | +62.5% | -94.1% | -37.4% |
| 1Y | -26.9% | +76.0% | -102.9% | -33.9% |
| 3Y | -57.7% | +94.2% | -151.8% | -62.6% |
| All | -57.7% | +88.1% | -145.7% | -62.6% |
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