+47.7%
ADI vs ILMN
+113.9%
-66.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +0.7% |
| 7D | +2.4% | +1.9% | +0.6% | +2.2% |
| 30D | -6.6% | +12.3% | -18.9% | -7.9% |
| 3M | -9.8% | +33.5% | -43.3% | -13.0% |
| 6M | +15.7% | +69.4% | -53.7% | +8.4% |
| YTD | +35.1% | +60.9% | -25.8% | +27.2% |
| 1Y | +47.7% | +115.0% | -67.3% | +35.5% |
| All | +47.7% | +113.9% | -66.2% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling