+48.7%
ADP vs ILMN
-43.7%
+92.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | +3.2% | -9.8% | +13.0% | +4.4% |
| 30D | +12.8% | -22.7% | +35.5% | +15.7% |
| 3M | +12.3% | +12.1% | +0.3% | +8.7% |
| 6M | +45.4% | +51.5% | -6.1% | +34.1% |
| YTD | +21.4% | +63.9% | -42.4% | +10.0% |
| 1Y | +23.7% | +76.6% | -52.8% | +10.7% |
| 3Y | +43.6% | +124.6% | -81.0% | +17.8% |
| 5Y | +48.7% | -42.7% | +91.4% | +58.4% |
| All | +48.7% | -43.7% | +92.4% | +58.4% |
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