+4,407.2%
ADSK vs ILMN
+1,401.8%
+3,005.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.7% | -8.0% |
| 7D | -16.4% | +1.2% | -17.6% | -16.6% |
| 30D | -9.2% | +9.2% | -18.4% | -10.9% |
| 3M | -6.7% | +29.8% | -36.6% | -11.9% |
| 6M | -15.5% | +69.2% | -84.7% | -24.5% |
| YTD | -26.4% | +66.4% | -92.8% | -34.2% |
| 1Y | -31.9% | +123.4% | -155.3% | -43.2% |
| 3Y | -1.0% | +33.2% | -34.1% | -10.9% |
| 5Y | -24.5% | -52.0% | +27.4% | -18.6% |
| 10Y | +220.4% | +33.6% | +186.8% | +186.2% |
| All | +4,407.2% | +1,401.8% | +3,005.4% | +2,208.7% |
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 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