+5,639.3%
ANET vs ILMN
+27.8%
+5,611.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.2% |
| 7D | +15.5% | -2.9% | +18.4% | +16.6% |
| 30D | +1.0% | -23.8% | +24.8% | +9.5% |
| 3M | -3.1% | +7.5% | -10.6% | -6.0% |
| 6M | +40.2% | +42.8% | -2.5% | +24.5% |
| YTD | +50.6% | +57.8% | -7.3% | +28.3% |
| 1Y | +51.4% | +72.6% | -21.2% | +25.5% |
| 3Y | +275.3% | +129.3% | +145.9% | +165.7% |
| 5Y | +500.3% | -44.5% | +544.9% | +552.0% |
| 10Y | +3,564.1% | +54.5% | +3,509.6% | +2,650.2% |
| All | +5,639.3% | +27.8% | +5,611.5% | +4,074.3% |
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