+203.0%
AMAT vs ILMN
+33.7%
+169.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | -14.8% | +9.2% | -24.0% | -17.1% |
| 3M | -9.3% | +29.8% | -39.1% | -16.0% |
| 6M | +27.4% | +69.2% | -41.8% | +9.2% |
| YTD | +77.6% | +66.4% | +11.2% | +51.8% |
| 1Y | +188.9% | +123.4% | +65.5% | +123.1% |
| All | +203.0% | +33.7% | +169.3% | +158.1% |
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