+366.8%
CSCO vs ILMN
+28.5%
+338.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | -0.5% | +1.9% | -2.4% | -0.9% |
| 30D | -10.1% | +12.3% | -22.4% | -12.3% |
| 3M | -11.7% | +33.5% | -45.3% | -17.0% |
| 6M | +40.1% | +69.4% | -29.3% | +25.2% |
| YTD | +43.8% | +60.9% | -17.1% | +29.1% |
| 1Y | +66.6% | +115.0% | -48.4% | +39.3% |
| 3Y | +108.5% | +37.0% | +71.5% | +85.4% |
| 5Y | +114.0% | -53.1% | +167.1% | +138.9% |
| 10Y | +366.8% | +27.6% | +339.2% | +285.0% |
| All | +366.8% | +28.5% | +338.4% | +285.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling