+126.7%
AMAT vs ILMN
-46.1%
+172.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +3.4% |
| 7D | -14.7% | -9.7% | -5.0% | -11.6% |
| 30D | -36.1% | -20.4% | -15.7% | -31.2% |
| 3M | -36.9% | +10.0% | -46.9% | -39.4% |
| 6M | -22.2% | +49.5% | -71.7% | -32.7% |
| YTD | +29.9% | +62.5% | -32.6% | +8.0% |
| 1Y | +43.3% | +76.0% | -32.7% | +15.8% |
| 3Y | +142.7% | +94.2% | +48.5% | +77.8% |
| All | +126.7% | -46.1% | +172.8% | +177.5% |
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