+39.3%
ASML vs ILMN
+74.0%
-34.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.6% | +4.5% |
| 7D | -9.0% | -9.7% | +0.7% | -7.0% |
| 30D | -21.0% | -20.4% | -0.6% | -17.1% |
| 3M | -16.3% | +10.0% | -26.3% | -15.8% |
| 6M | -7.5% | +49.5% | -57.0% | -10.9% |
| YTD | +34.0% | +62.5% | -28.5% | +25.6% |
| 1Y | +39.3% | +76.0% | -36.7% | +33.9% |
| All | +39.3% | +74.0% | -34.7% | +33.9% |
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