+30.0%
AXTI vs ILMN
+1,342.1%
-1,312.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -6.9% |
| 7D | +18.6% | +0.7% | +17.8% | +18.5% |
| 30D | -32.6% | -22.7% | -9.9% | -27.9% |
| 3M | -44.5% | +8.6% | -53.1% | -45.3% |
| 6M | -64.6% | +43.8% | -108.4% | -67.5% |
| YTD | +166.3% | +59.8% | +106.5% | +136.5% |
| 1Y | +296.5% | +71.8% | +224.7% | +246.8% |
| 3Y | +2,099.0% | +119.0% | +1,980.0% | +1,705.5% |
| 5Y | +377.9% | -43.8% | +421.8% | +406.4% |
| 10Y | +816.6% | +56.4% | +760.2% | +692.4% |
| All | +30.0% | +1,342.1% | -1,312.2% | -56.4% |
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