+316.1%
ADP vs ILMN
+64.4%
+251.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.6% |
| 7D | +3.2% | -9.8% | +13.0% | +5.0% |
| 30D | +12.8% | -22.7% | +35.5% | +17.2% |
| 3M | +12.3% | +12.1% | +0.3% | +7.6% |
| 6M | +45.4% | +51.5% | -6.1% | +30.3% |
| YTD | +21.4% | +63.9% | -42.4% | +6.1% |
| 1Y | +23.7% | +76.6% | -52.8% | +6.3% |
| 3Y | +43.6% | +124.6% | -81.0% | +10.7% |
| 5Y | +48.7% | -42.7% | +91.4% | +56.6% |
| 10Y | +316.1% | +59.7% | +256.4% | +264.5% |
| All | +316.1% | +64.4% | +251.7% | +264.5% |
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 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