+4,221.9%
ASML vs ILMN
+1,459.1%
+2,762.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -2.5% |
| 7D | -10.0% | -21.6% | +11.5% | -5.2% |
| 30D | -19.4% | -22.9% | +3.4% | -14.8% |
| 3M | -12.5% | +11.6% | -24.1% | -15.4% |
| 6M | +8.2% | +62.5% | -54.3% | -4.3% |
| YTD | +40.7% | +72.7% | -32.0% | +21.9% |
| 1Y | +46.1% | +93.9% | -47.7% | +23.1% |
| 3Y | +138.5% | +99.2% | +39.3% | +93.5% |
| 5Y | +84.2% | -44.8% | +129.0% | +93.8% |
| 10Y | +1,505.1% | +73.0% | +1,432.2% | +1,226.4% |
| All | +4,221.9% | +1,459.1% | +2,762.8% | +1,317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling