+1,283.2%
AMAT vs ILMN
+1,459.1%
-175.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.3% |
| 7D | -11.2% | -21.6% | +10.4% | -6.8% |
| 30D | -31.9% | -22.9% | -9.0% | -28.2% |
| 3M | -32.3% | +11.6% | -43.9% | -34.4% |
| 6M | -5.4% | +62.5% | -67.9% | -15.2% |
| YTD | +44.3% | +72.7% | -28.5% | +26.8% |
| 1Y | +61.4% | +93.9% | -32.5% | +38.5% |
| 3Y | +170.6% | +99.2% | +71.4% | +124.8% |
| 5Y | +156.4% | -44.8% | +201.2% | +168.5% |
| 10Y | +1,356.4% | +73.0% | +1,283.4% | +1,140.4% |
| All | +1,283.2% | +1,459.1% | -175.9% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling