+1,254.9%
ADP vs ILMN
+1,366.8%
-111.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | +3.2% | -9.7% | +12.9% | +4.2% |
| 30D | +14.9% | -20.4% | +35.3% | +17.1% |
| 3M | +11.6% | +10.0% | +1.6% | +9.5% |
| 6M | +48.5% | +49.5% | -1.0% | +40.6% |
| YTD | +20.6% | +62.5% | -41.9% | +12.8% |
| 1Y | +23.7% | +76.0% | -52.3% | +14.7% |
| 3Y | +47.8% | +94.2% | -46.4% | +32.7% |
| 5Y | +47.7% | -46.3% | +94.0% | +49.3% |
| 10Y | +324.0% | +62.7% | +261.2% | +282.7% |
| All | +1,254.9% | +1,366.8% | -111.9% | +754.9% |
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