-6.8%
AVGO vs ILMN
+92.1%
-99.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.5% |
| 7D | -7.5% | -21.6% | +14.1% | -5.3% |
| 30D | -10.2% | -22.9% | +12.6% | -8.2% |
| 3M | -22.0% | +11.6% | -33.6% | -21.4% |
| 6M | -21.6% | +62.5% | -84.1% | -22.5% |
| YTD | -5.4% | +72.7% | -78.2% | -9.4% |
| 1Y | -6.8% | +93.9% | -100.7% | -15.7% |
| All | -6.8% | +92.1% | -99.0% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling