+2,475.6%
AVGO vs ILMN
+64.4%
+2,411.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +4.7% |
| 7D | 0.0% | -9.8% | +9.7% | +3.1% |
| 30D | -8.2% | -22.7% | +14.6% | -1.3% |
| 3M | -21.3% | +12.1% | -33.3% | -25.0% |
| 6M | -22.5% | +51.5% | -74.0% | -33.0% |
| YTD | -3.6% | +63.9% | -67.4% | -19.8% |
| 1Y | -6.7% | +76.6% | -83.2% | -24.2% |
| 3Y | +258.1% | +124.6% | +133.6% | +150.7% |
| 5Y | +560.9% | -42.7% | +603.6% | +616.3% |
| 10Y | +2,475.6% | +59.7% | +2,416.0% | +1,802.3% |
| All | +2,475.6% | +64.4% | +2,411.2% | +1,802.3% |
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 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