-16.8%
AVGO vs ILMN
+74.0%
-90.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | +0.4% |
| 7D | -9.9% | -9.7% | -0.2% | -8.7% |
| 30D | -22.0% | -20.4% | -1.6% | -19.7% |
| 3M | -30.0% | +10.0% | -40.1% | -29.0% |
| 6M | -30.7% | +49.5% | -80.2% | -30.5% |
| YTD | -14.7% | +62.5% | -77.2% | -17.2% |
| 1Y | -16.8% | +76.0% | -92.8% | -22.5% |
| All | -16.8% | +74.0% | -90.8% | -22.5% |
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 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