-28.2%
ADSK vs ILMN
-54.6%
+26.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -1.7% |
| 7D | -14.5% | -3.9% | -10.7% | -13.5% |
| 30D | -19.3% | +6.9% | -26.2% | -21.1% |
| 3M | -7.8% | +28.1% | -35.9% | -15.5% |
| 6M | -20.8% | +65.0% | -85.7% | -33.5% |
| YTD | -30.2% | +56.3% | -86.5% | -40.7% |
| 1Y | -36.5% | +108.7% | -145.2% | -52.0% |
| 3Y | -5.7% | +33.1% | -38.8% | -19.4% |
| 5Y | -28.2% | -54.1% | +25.9% | +0.8% |
| All | -28.2% | -54.6% | +26.4% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling