+10.2%
CMCSA vs ILMN
+28.5%
-18.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +3.8% | +12.3% | -8.5% | +1.8% |
| 3M | +12.3% | +33.5% | -21.2% | +6.7% |
| 6M | -15.4% | +69.4% | -84.8% | -23.2% |
| YTD | -2.5% | +60.9% | -63.4% | -11.1% |
| 1Y | -13.4% | +115.0% | -128.3% | -25.6% |
| 3Y | -30.4% | +37.0% | -67.4% | -37.0% |
| 5Y | -45.0% | -53.1% | +8.1% | -40.5% |
| 10Y | +10.2% | +27.6% | -17.4% | -2.1% |
| All | +10.2% | +28.5% | -18.3% | -2.1% |
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