+67.7%
ASML vs ILMN
-49.5%
+117.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.1% | -6.6% |
| 7D | -19.0% | -28.3% | +9.3% | -10.1% |
| 30D | -25.9% | -24.0% | -2.0% | -19.3% |
| 3M | -19.1% | +4.1% | -23.1% | -21.2% |
| 6M | -5.7% | +49.6% | -55.3% | -19.3% |
| YTD | +27.6% | +58.6% | -31.0% | +5.7% |
| 1Y | +30.8% | +69.9% | -39.1% | +5.5% |
| 3Y | +116.2% | +82.9% | +33.3% | +58.4% |
| 5Y | +67.7% | -47.6% | +115.3% | +97.6% |
| All | +67.7% | -49.5% | +117.1% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling