+164.9%
ASML vs ILMN
+33.7%
+131.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.6% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | +2.2% | +9.2% | -7.0% | -0.4% |
| 3M | -2.3% | +29.8% | -32.1% | -9.1% |
| 6M | +23.0% | +69.2% | -46.2% | +6.1% |
| YTD | +61.1% | +66.4% | -5.3% | +38.8% |
| 1Y | +129.1% | +123.4% | +5.7% | +78.5% |
| All | +164.9% | +33.7% | +131.2% | +134.8% |
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