+2,062.4%
AVGO vs ILMN
+60.6%
+2,001.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | 0.0% |
| 7D | -9.9% | -9.7% | -0.2% | -7.1% |
| 30D | -22.0% | -20.4% | -1.6% | -16.9% |
| 3M | -30.0% | +10.0% | -40.1% | -33.0% |
| 6M | -30.7% | +49.5% | -80.2% | -39.8% |
| YTD | -14.7% | +62.5% | -77.2% | -28.8% |
| 1Y | -16.8% | +76.0% | -92.8% | -32.3% |
| 3Y | +244.4% | +94.2% | +150.3% | +153.0% |
| 5Y | +474.0% | -46.3% | +520.3% | +537.9% |
| All | +2,062.4% | +60.6% | +2,001.8% | +1,503.5% |
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