+831.7%
ADI vs ILMN
+1,401.8%
-570.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -3.8% | +9.2% | -13.0% | -5.7% |
| 3M | -15.3% | +29.8% | -45.1% | -19.9% |
| 6M | +6.7% | +69.2% | -62.5% | -4.7% |
| YTD | +34.8% | +66.4% | -31.6% | +20.3% |
| 1Y | +49.0% | +123.4% | -74.4% | +24.3% |
| 3Y | +108.1% | +33.2% | +74.9% | +88.2% |
| 5Y | +142.4% | -52.0% | +194.4% | +159.5% |
| 10Y | +589.9% | +33.6% | +556.3% | +496.4% |
| All | +831.7% | +1,401.8% | -570.1% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling