-42.1%
CMCSA vs ILMN
-46.1%
+4.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.5% |
| 7D | +5.0% | -9.7% | +14.7% | +5.9% |
| 30D | +16.5% | -20.4% | +36.9% | +18.3% |
| 3M | -1.6% | +10.0% | -11.6% | -4.2% |
| 6M | -5.0% | +49.5% | -54.5% | -11.5% |
| YTD | -8.3% | +62.5% | -70.8% | -16.0% |
| 1Y | +0.4% | +76.0% | -75.6% | -9.2% |
| 3Y | -31.0% | +94.2% | -125.1% | -40.9% |
| All | -42.1% | -46.1% | +4.0% | -43.1% |
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