+319.9%
ADP vs ILMN
+54.3%
+265.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +2.2% | -2.9% | +5.0% | +2.7% |
| 30D | +10.6% | -23.8% | +34.4% | +15.1% |
| 3M | +12.9% | +7.5% | +5.5% | +9.0% |
| 6M | +50.6% | +42.8% | +7.9% | +36.5% |
| YTD | +23.2% | +57.8% | -34.6% | +8.4% |
| 1Y | +25.3% | +72.6% | -47.3% | +8.0% |
| 3Y | +47.1% | +129.3% | -82.2% | +12.4% |
| 5Y | +50.1% | -44.5% | +94.6% | +58.9% |
| All | +319.9% | +54.3% | +265.6% | +269.4% |
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 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