+308.5%
CSCO vs ILMN
+54.3%
+254.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.0% | -6.0% |
| 7D | +1.9% | -2.9% | +4.8% | +2.5% |
| 30D | -15.8% | -23.8% | +8.0% | -11.5% |
| 3M | -15.4% | +7.5% | -22.8% | -17.4% |
| 6M | -5.4% | +42.8% | -48.2% | -13.2% |
| YTD | +26.5% | +57.8% | -31.4% | +12.7% |
| 1Y | +25.9% | +72.6% | -46.7% | +10.0% |
| 3Y | +97.5% | +129.3% | -31.8% | +53.8% |
| 5Y | +93.0% | -44.5% | +137.5% | +105.2% |
| All | +308.5% | +54.3% | +254.2% | +234.8% |
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