+1,162.1%
AMAT vs ILMN
+60.6%
+1,101.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +3.3% |
| 7D | -14.7% | -9.7% | -5.0% | -11.1% |
| 30D | -36.1% | -20.4% | -15.7% | -30.4% |
| 3M | -36.9% | +10.0% | -46.9% | -40.0% |
| 6M | -22.2% | +49.5% | -71.7% | -34.6% |
| YTD | +29.9% | +62.5% | -32.6% | +4.2% |
| 1Y | +43.3% | +76.0% | -32.7% | +11.2% |
| 3Y | +142.7% | +94.2% | +48.5% | +68.2% |
| 5Y | +126.2% | -46.3% | +172.5% | +161.3% |
| All | +1,162.1% | +60.6% | +1,101.5% | +911.2% |
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