-5.5%
ADSK vs ILMN
+32.3%
-37.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -2.1% |
| 7D | -14.5% | -3.9% | -10.7% | -13.9% |
| 30D | -19.3% | +6.9% | -26.2% | -20.3% |
| 3M | -7.8% | +28.1% | -35.9% | -12.5% |
| 6M | -20.8% | +65.0% | -85.7% | -28.8% |
| YTD | -30.2% | +56.3% | -86.5% | -36.8% |
| 1Y | -36.5% | +108.7% | -145.2% | -46.1% |
| All | -5.5% | +32.3% | -37.8% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling