+31,416.6%
AVGO vs ILMN
+510.6%
+30,906.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | -14.4% | +9.2% | -23.6% | -16.8% |
| 3M | -14.4% | +29.8% | -44.3% | -21.0% |
| 6M | +13.1% | +69.2% | -56.1% | -3.3% |
| YTD | +3.8% | +66.4% | -62.6% | -11.7% |
| 1Y | +17.8% | +123.4% | -105.6% | -9.4% |
| 3Y | +325.3% | +33.2% | +292.1% | +264.7% |
| 5Y | +689.9% | -52.0% | +741.9% | +773.0% |
| 10Y | +2,597.0% | +33.6% | +2,563.4% | +2,039.7% |
| All | +31,416.6% | +510.6% | +30,906.0% | +17,985.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling