+630.6%
ADI vs ILMN
+61.7%
+568.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +7.4% |
| 7D | -4.4% | -2.6% | -1.8% | -3.4% |
| 30D | -2.8% | -20.6% | +17.8% | +3.9% |
| 3M | +1.5% | +17.5% | -15.9% | -4.9% |
| 6M | -4.7% | +55.6% | -60.3% | -18.8% |
| YTD | +46.8% | +68.3% | -21.5% | +20.5% |
| 1Y | +74.9% | +81.1% | -6.2% | +40.1% |
| 3Y | +147.4% | +112.2% | +35.3% | +77.1% |
| 5Y | +131.9% | -42.6% | +174.5% | +149.2% |
| 10Y | +630.6% | +70.5% | +560.1% | +486.0% |
| All | +630.6% | +61.7% | +568.9% | +486.0% |
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