+259.5%
ADSK vs ILMN
+54.3%
+205.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +1.0% | -2.9% | +3.9% | +2.0% |
| 30D | +14.4% | -23.8% | +38.2% | +23.2% |
| 3M | +2.5% | +7.5% | -5.0% | -4.1% |
| 6M | +14.5% | +42.8% | -28.3% | -5.0% |
| YTD | -10.7% | +57.8% | -68.5% | -29.4% |
| 1Y | -11.0% | +72.6% | -83.6% | -32.2% |
| 3Y | +25.9% | +129.3% | -103.5% | -22.8% |
| 5Y | -19.7% | -44.5% | +24.8% | -9.9% |
| All | +259.5% | +54.3% | +205.2% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling