+632.7%
ADI vs ILMN
+29.2%
+603.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +1.3% |
| 7D | +2.4% | +1.9% | +0.6% | +1.8% |
| 30D | -6.6% | +12.3% | -18.9% | -10.1% |
| 3M | -9.8% | +33.5% | -43.3% | -18.1% |
| 6M | +15.7% | +69.4% | -53.7% | -3.0% |
| YTD | +35.1% | +60.9% | -25.8% | +14.4% |
| 1Y | +47.7% | +115.0% | -67.3% | +12.1% |
| 3Y | +114.5% | +37.0% | +77.4% | +80.5% |
| 5Y | +141.2% | -53.1% | +194.4% | +178.2% |
| All | +632.7% | +29.2% | +603.5% | +498.2% |
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 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