+45.9%
CSCO vs ILMN
+92.1%
-46.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.0% |
| 7D | -6.1% | -21.6% | +15.5% | -4.5% |
| 30D | -8.2% | -22.9% | +14.7% | -6.8% |
| 3M | -14.6% | +11.6% | -26.2% | -14.5% |
| 6M | +12.7% | +62.5% | -49.8% | +12.1% |
| YTD | +37.0% | +72.7% | -35.7% | +33.8% |
| 1Y | +45.9% | +93.9% | -47.9% | +44.3% |
| All | +45.9% | +92.1% | -46.2% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling