+640.7%
ADI vs ILMN
+56.2%
+584.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | +13.4% | +0.7% | +12.6% | +13.1% |
| 30D | -1.3% | -22.7% | +21.4% | +6.4% |
| 3M | +6.8% | +8.6% | -1.8% | +2.5% |
| 6M | -1.9% | +43.8% | -45.7% | -14.4% |
| YTD | +52.3% | +59.8% | -7.5% | +26.9% |
| 1Y | +71.6% | +71.8% | -0.1% | +39.6% |
| 3Y | +148.9% | +119.0% | +29.9% | +76.1% |
| 5Y | +140.8% | -43.8% | +184.6% | +159.9% |
| All | +640.7% | +56.2% | +584.5% | +500.0% |
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