+570.0%
AVGO vs ILMN
-44.7%
+614.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.5% | -4.5% |
| 7D | +18.2% | -2.9% | +21.0% | +18.9% |
| 30D | +0.2% | -23.8% | +24.0% | +6.2% |
| 3M | -16.8% | +7.5% | -24.3% | -18.9% |
| 6M | -16.5% | +42.8% | -59.2% | -23.9% |
| YTD | +0.8% | +57.8% | -57.0% | -11.2% |
| 1Y | +2.8% | +72.6% | -69.8% | -11.5% |
| 3Y | +278.5% | +129.3% | +149.2% | +186.1% |
| All | +570.0% | -44.7% | +614.7% | +635.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling