+765.2%
ADBE vs ILMN
+1,366.8%
-601.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.4% |
| 7D | -4.4% | -9.7% | +5.3% | -2.6% |
| 30D | +2.8% | -20.4% | +23.2% | +6.5% |
| 3M | -8.0% | +10.0% | -18.1% | -11.1% |
| 6M | -4.3% | +49.5% | -53.8% | -13.4% |
| YTD | -31.6% | +62.5% | -94.1% | -39.5% |
| 1Y | -26.9% | +76.0% | -102.9% | -36.4% |
| 3Y | -57.7% | +94.2% | -151.8% | -65.3% |
| 5Y | -63.9% | -46.3% | -17.6% | -62.6% |
| 10Y | +125.3% | +62.7% | +62.6% | +89.1% |
| All | +765.2% | +1,366.8% | -601.6% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling