+324.2%
CSCO vs ILMN
+64.4%
+259.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | -4.7% | -9.8% | +5.1% | -2.7% |
| 30D | -17.1% | -22.7% | +5.6% | -13.1% |
| 3M | -19.6% | +12.1% | -31.7% | -22.2% |
| 6M | +2.4% | +51.5% | -49.1% | -7.1% |
| YTD | +29.8% | +63.9% | -34.1% | +14.8% |
| 1Y | +38.7% | +76.6% | -37.9% | +20.7% |
| 3Y | +101.3% | +124.6% | -23.3% | +57.7% |
| 5Y | +94.8% | -42.7% | +137.5% | +106.0% |
| 10Y | +324.2% | +59.7% | +264.5% | +243.5% |
| All | +324.2% | +64.4% | +259.8% | +243.5% |
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