+117.9%
ASML vs ILMN
+83.5%
+34.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.1% | -7.2% |
| 7D | -19.0% | -28.3% | +9.3% | -12.2% |
| 30D | -25.9% | -24.0% | -2.0% | -20.8% |
| 3M | -19.1% | +4.1% | -23.1% | -20.3% |
| 6M | -5.7% | +49.6% | -55.3% | -15.7% |
| YTD | +27.6% | +58.6% | -31.0% | +11.3% |
| 1Y | +30.8% | +69.9% | -39.1% | +11.8% |
| All | +117.9% | +83.5% | +34.4% | +75.5% |
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