+1,111.0%
AMAT vs ILMN
+56.7%
+1,054.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.4% | -10.4% |
| 7D | -24.3% | -28.3% | +4.0% | -14.3% |
| 30D | -39.8% | -24.0% | -15.8% | -33.3% |
| 3M | -40.2% | +4.1% | -44.2% | -41.9% |
| 6M | -22.1% | +49.6% | -71.7% | -34.6% |
| YTD | +24.7% | +58.6% | -33.9% | +0.9% |
| 1Y | +33.3% | +69.9% | -36.6% | +4.8% |
| 3Y | +133.9% | +82.9% | +51.0% | +66.0% |
| 5Y | +117.1% | -47.6% | +164.7% | +153.0% |
| All | +1,111.0% | +56.7% | +1,054.3% | +879.2% |
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