+304.8%
CSCO vs ILMN
+60.6%
+244.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.4% | -2.4% |
| 7D | -10.2% | -9.7% | -0.5% | -8.4% |
| 30D | -20.1% | -20.4% | +0.3% | -16.7% |
| 3M | -22.4% | +10.0% | -32.4% | -24.6% |
| 6M | +2.8% | +49.5% | -46.7% | -6.5% |
| YTD | +23.6% | +62.5% | -38.9% | +9.6% |
| 1Y | +34.0% | +76.0% | -41.9% | +16.7% |
| 3Y | +89.3% | +94.2% | -4.9% | +53.4% |
| 5Y | +87.9% | -46.3% | +134.2% | +102.1% |
| All | +304.8% | +60.6% | +244.3% | +234.6% |
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