+367.0%
CSCO vs ILMN
+32.8%
+334.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | -10.1% | +9.2% | -19.3% | -11.8% |
| 3M | -15.7% | +29.8% | -45.5% | -20.2% |
| 6M | +36.3% | +69.2% | -32.9% | +21.8% |
| YTD | +43.8% | +66.4% | -22.5% | +28.3% |
| 1Y | +63.9% | +123.4% | -59.5% | +36.0% |
| 3Y | +104.4% | +33.2% | +71.2% | +83.2% |
| 5Y | +111.4% | -52.0% | +163.3% | +135.0% |
| All | +367.0% | +32.8% | +334.1% | +282.7% |
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