+5,571.6%
ANET vs ILMN
+30.4%
+5,541.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.6% |
| 7D | +3.0% | +1.9% | +1.1% | +2.4% |
| 30D | +3.3% | +12.3% | -9.0% | -0.5% |
| 3M | +24.7% | +33.5% | -8.9% | +13.6% |
| 6M | +46.7% | +69.4% | -22.7% | +23.9% |
| YTD | +48.8% | +60.9% | -12.1% | +26.7% |
| 1Y | +39.2% | +115.0% | -75.7% | +6.9% |
| 3Y | +296.9% | +37.0% | +259.9% | +234.8% |
| 5Y | +767.5% | -53.1% | +820.7% | +904.6% |
| 10Y | +3,734.5% | +27.6% | +3,706.9% | +2,918.0% |
| All | +5,571.6% | +30.4% | +5,541.2% | +4,024.7% |
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