+89.3%
CSCO vs ILMN
+88.1%
+1.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.4% | -2.2% |
| 7D | -10.2% | -9.7% | -0.5% | -9.2% |
| 30D | -20.1% | -20.4% | +0.3% | -18.1% |
| 3M | -22.4% | +10.0% | -32.4% | -23.4% |
| 6M | +2.8% | +49.5% | -46.7% | -2.0% |
| YTD | +23.6% | +62.5% | -38.9% | +16.2% |
| 1Y | +34.0% | +76.0% | -41.9% | +24.7% |
| 3Y | +89.3% | +94.2% | -4.9% | +63.0% |
| All | +89.3% | +88.1% | +1.2% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling