+297.5%
AVGO vs ILMN
+120.9%
+176.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.9% |
| 7D | +25.0% | +0.7% | +24.2% | +24.8% |
| 30D | +2.0% | -22.7% | +24.7% | +6.8% |
| 3M | -12.3% | +8.6% | -20.9% | -13.9% |
| 6M | -12.8% | +43.8% | -56.6% | -19.1% |
| YTD | +5.9% | +59.8% | -53.9% | -4.6% |
| 1Y | +3.3% | +71.8% | -68.5% | -8.3% |
| All | +297.5% | +120.9% | +176.6% | +204.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling