+2,755.4%
AVGO vs ILMN
+28.5%
+2,726.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +3.9% |
| 7D | -0.3% | +1.9% | -2.2% | -1.0% |
| 30D | -13.8% | +12.3% | -26.1% | -17.1% |
| 3M | -6.9% | +33.5% | -40.5% | -15.3% |
| 6M | +11.9% | +69.4% | -57.4% | -5.4% |
| YTD | +6.9% | +60.9% | -54.0% | -9.3% |
| 1Y | +7.4% | +115.0% | -107.6% | -18.2% |
| 3Y | +345.6% | +37.0% | +308.6% | +274.2% |
| 5Y | +718.9% | -53.1% | +772.0% | +856.4% |
| 10Y | +2,755.4% | +27.6% | +2,727.8% | +2,097.6% |
| All | +2,755.4% | +28.5% | +2,726.9% | +2,097.6% |
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 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