+129.1%
ASML vs ILMN
+127.6%
+1.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.4% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | +2.2% | +9.2% | -7.0% | +1.1% |
| 3M | -2.3% | +29.8% | -32.1% | -5.4% |
| 6M | +23.0% | +69.2% | -46.2% | +14.9% |
| YTD | +61.1% | +66.4% | -5.3% | +50.6% |
| 1Y | +129.1% | +123.4% | +5.7% | +106.7% |
| All | +129.1% | +127.6% | +1.5% | +106.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling