+1,470.4%
AXTI vs ILMN
+25.5%
+1,444.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.8% | -4.3% | -5.4% |
| 7D | +15.1% | -9.2% | +24.3% | +19.2% |
| 30D | -12.3% | +4.4% | -16.7% | -14.2% |
| 3M | -24.1% | +23.9% | -48.0% | -31.5% |
| 6M | +46.0% | +64.5% | -18.5% | +17.4% |
| YTD | +295.7% | +53.5% | +242.3% | +221.7% |
| 1Y | +1,825.6% | +110.8% | +1,714.8% | +1,268.8% |
| 3Y | +2,630.0% | +30.7% | +2,599.3% | +2,170.2% |
| 5Y | +601.0% | -54.8% | +655.8% | +744.8% |
| All | +1,470.4% | +25.5% | +1,444.9% | +1,330.1% |
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 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