+2,300.3%
AVGO vs ILMN
+61.7%
+2,238.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +7.7% |
| 7D | -0.9% | -2.6% | +1.7% | +0.1% |
| 30D | -11.6% | -20.6% | +9.0% | -5.8% |
| 3M | -25.2% | +17.5% | -42.6% | -29.7% |
| 6M | -25.4% | +55.6% | -81.1% | -36.0% |
| YTD | -7.2% | +68.3% | -75.5% | -23.3% |
| 1Y | -7.9% | +81.1% | -89.0% | -25.7% |
| 3Y | +262.1% | +112.2% | +150.0% | +158.7% |
| 5Y | +525.7% | -42.6% | +568.3% | +579.6% |
| 10Y | +2,300.3% | +70.5% | +2,229.8% | +1,652.2% |
| All | +2,300.3% | +61.7% | +2,238.6% | +1,652.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling