+133.8%
ADI vs ILMN
-44.7%
+178.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | +9.5% | -2.9% | +12.3% | +10.4% |
| 30D | -1.4% | -23.8% | +22.4% | +5.6% |
| 3M | +4.7% | +7.5% | -2.7% | +1.5% |
| 6M | -7.4% | +42.8% | -50.2% | -17.4% |
| YTD | +48.1% | +57.8% | -9.8% | +27.2% |
| 1Y | +69.6% | +72.6% | -3.0% | +42.0% |
| 3Y | +144.4% | +129.3% | +15.0% | +79.1% |
| All | +133.8% | -44.7% | +178.4% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling