+318.8%
ADP vs ILMN
+59.3%
+259.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.9% | -6.0% | +6.9% | +1.9% |
| 30D | +11.9% | -23.0% | +34.9% | +16.3% |
| 3M | +13.7% | +10.4% | +3.3% | +9.3% |
| 6M | +46.8% | +49.4% | -2.6% | +31.8% |
| YTD | +21.8% | +62.3% | -40.6% | +6.6% |
| 1Y | +23.5% | +73.7% | -50.1% | +6.5% |
| 3Y | +44.1% | +122.5% | -78.5% | +11.2% |
| 5Y | +49.9% | -43.2% | +93.0% | +58.0% |
| 10Y | +318.8% | +59.0% | +259.8% | +267.3% |
| All | +318.8% | +59.3% | +259.5% | +267.3% |
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