+275.3%
ANET vs ILMN
+118.2%
+157.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.3% |
| 7D | +15.5% | -2.9% | +18.4% | +16.3% |
| 30D | +1.0% | -23.8% | +24.8% | +6.9% |
| 3M | -3.1% | +7.5% | -10.6% | -4.2% |
| 6M | +40.2% | +42.8% | -2.5% | +31.6% |
| YTD | +50.6% | +57.8% | -7.3% | +38.0% |
| 1Y | +51.4% | +72.6% | -21.2% | +36.6% |
| 3Y | +275.3% | +129.3% | +145.9% | +236.8% |
| All | +275.3% | +118.2% | +157.0% | +236.8% |
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