+1,271.8%
ADP vs ILMN
+1,331.5%
-59.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.4% | +2.0% |
| 7D | +7.4% | -28.3% | +35.7% | +10.7% |
| 30D | +17.1% | -24.0% | +41.0% | +19.8% |
| 3M | +14.4% | +4.1% | +10.4% | +13.0% |
| 6M | +47.9% | +49.6% | -1.7% | +40.1% |
| YTD | +22.1% | +58.6% | -36.5% | +14.5% |
| 1Y | +21.8% | +69.9% | -48.1% | +13.3% |
| 3Y | +50.5% | +82.9% | -32.4% | +36.0% |
| 5Y | +49.6% | -47.6% | +97.2% | +51.5% |
| 10Y | +329.3% | +58.8% | +270.4% | +288.5% |
| All | +1,271.8% | +1,331.5% | -59.7% | +767.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling