+247.2%
AMAT vs ILMN
-51.8%
+299.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -14.8% | +9.2% | -24.0% | -17.5% |
| 3M | -9.3% | +29.8% | -39.1% | -17.2% |
| 6M | +27.4% | +69.2% | -41.8% | +5.9% |
| YTD | +77.6% | +66.4% | +11.2% | +47.2% |
| 1Y | +188.9% | +123.4% | +65.5% | +112.8% |
| 3Y | +202.3% | +33.2% | +169.1% | +156.6% |
| All | +247.2% | -51.8% | +299.0% | +382.6% |
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