+49.6%
ADP vs ILMN
-49.5%
+99.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.4% | +2.2% |
| 7D | +7.4% | -28.3% | +35.7% | +11.4% |
| 30D | +17.1% | -24.0% | +41.0% | +20.3% |
| 3M | +14.4% | +4.1% | +10.4% | +11.9% |
| 6M | +47.9% | +49.6% | -1.7% | +36.5% |
| YTD | +22.1% | +58.6% | -36.5% | +11.1% |
| 1Y | +21.8% | +69.9% | -48.1% | +9.5% |
| 3Y | +50.5% | +82.9% | -32.4% | +28.5% |
| 5Y | +49.6% | -47.6% | +97.2% | +63.4% |
| All | +49.6% | -49.5% | +99.0% | +63.4% |
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