+114.3%
ADI vs ILMN
-46.1%
+160.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | 0.0% |
| 7D | -12.8% | -9.7% | -3.2% | -10.3% |
| 30D | -11.3% | -20.4% | +9.1% | -6.2% |
| 3M | -3.4% | +10.0% | -13.4% | -7.0% |
| 6M | -12.0% | +49.5% | -61.5% | -22.5% |
| YTD | +35.3% | +62.5% | -27.2% | +15.2% |
| 1Y | +58.1% | +76.0% | -17.9% | +31.6% |
| 3Y | +127.4% | +94.2% | +33.2% | +74.2% |
| All | +114.3% | -46.1% | +160.4% | +140.4% |
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