+117.1%
AMAT vs ILMN
-49.5%
+166.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.2% | -5.4% | -10.9% |
| 7D | -24.3% | -28.3% | +4.0% | -15.7% |
| 30D | -39.8% | -24.0% | -15.8% | -34.2% |
| 3M | -40.2% | +4.1% | -44.2% | -41.5% |
| 6M | -22.1% | +49.6% | -71.7% | -32.6% |
| YTD | +24.7% | +58.6% | -33.9% | +4.5% |
| 1Y | +33.3% | +69.9% | -36.6% | +9.0% |
| 3Y | +133.9% | +82.9% | +51.0% | +75.0% |
| 5Y | +117.1% | -47.6% | +164.7% | +143.0% |
| All | +117.1% | -49.5% | +166.5% | +143.0% |
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