-34.5%
ADSK vs ILMN
+115.7%
-150.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | -2.5% | -5.4% | +2.9% | -1.7% |
| 30D | -14.9% | +7.0% | -21.9% | -15.6% |
| 3M | +3.3% | +24.2% | -20.9% | -0.3% |
| 6M | -15.7% | +69.9% | -85.6% | -22.9% |
| YTD | -28.2% | +57.4% | -85.6% | -33.8% |
| 1Y | -34.5% | +107.9% | -142.4% | -40.9% |
| All | -34.5% | +115.7% | -150.3% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling