+624.2%
ADI vs ILMN
+60.8%
+563.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.5% |
| 7D | -6.3% | -9.8% | +3.5% | -3.1% |
| 30D | -3.2% | -22.7% | +19.6% | +4.4% |
| 3M | +2.8% | +12.1% | -9.3% | -2.3% |
| 6M | -5.0% | +51.5% | -56.5% | -18.5% |
| YTD | +46.3% | +63.9% | -17.5% | +21.0% |
| 1Y | +71.6% | +76.6% | -4.9% | +38.5% |
| 3Y | +139.2% | +124.6% | +14.6% | +68.0% |
| 5Y | +136.4% | -42.7% | +179.1% | +153.8% |
| All | +624.2% | +60.8% | +563.4% | +488.9% |
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