+4,846.7%
ASML vs ILMN
+1,401.8%
+3,444.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.5% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | +2.2% | +9.2% | -7.0% | -0.1% |
| 3M | -2.3% | +29.8% | -32.1% | -8.4% |
| 6M | +23.0% | +69.2% | -46.2% | +8.2% |
| YTD | +61.1% | +66.4% | -5.3% | +41.6% |
| 1Y | +129.1% | +123.4% | +5.7% | +86.3% |
| 3Y | +165.4% | +33.2% | +132.2% | +136.6% |
| 5Y | +109.5% | -52.0% | +161.4% | +128.6% |
| 10Y | +1,645.7% | +33.6% | +1,612.1% | +1,415.5% |
| All | +4,846.7% | +1,401.8% | +3,444.9% | +1,546.3% |
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