+53.2%
ADP vs ILMN
-51.8%
+105.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | +2.8% | +9.2% | -6.4% | +1.3% |
| 3M | +20.9% | +29.8% | -8.9% | +15.9% |
| 6M | +29.9% | +69.2% | -39.3% | +19.2% |
| YTD | +9.6% | +66.4% | -56.7% | +0.6% |
| 1Y | -5.3% | +123.4% | -128.7% | -17.8% |
| 3Y | +16.5% | +33.2% | -16.7% | +8.1% |
| All | +53.2% | -51.8% | +105.0% | +75.8% |
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