+289.6%
CMCSA vs ILMN
+1,366.8%
-1,077.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.5% |
| 7D | +5.0% | -9.7% | +14.7% | +6.1% |
| 30D | +16.5% | -20.4% | +36.9% | +18.8% |
| 3M | -1.6% | +10.0% | -11.6% | -3.8% |
| 6M | -5.0% | +49.5% | -54.5% | -10.8% |
| YTD | -8.3% | +62.5% | -70.8% | -15.1% |
| 1Y | +0.4% | +76.0% | -75.6% | -8.1% |
| 3Y | -31.0% | +94.2% | -125.1% | -39.0% |
| 5Y | -42.5% | -46.3% | +3.8% | -42.0% |
| 10Y | +12.6% | +62.7% | -50.2% | -2.0% |
| All | +289.6% | +1,366.8% | -1,077.1% | +116.1% |
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 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