+143.3%
DELL vs ILMN
+92.1%
+51.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.9% | -3.9% | -6.9% |
| 7D | -24.6% | -21.6% | -3.0% | -17.5% |
| 30D | -32.5% | -22.9% | -9.6% | -26.0% |
| 3M | -20.2% | +11.6% | -31.8% | -22.6% |
| 6M | +76.5% | +62.5% | +13.9% | +51.1% |
| YTD | +198.9% | +72.7% | +126.2% | +141.8% |
| 1Y | +143.3% | +93.9% | +49.5% | +84.4% |
| All | +143.3% | +92.1% | +51.2% | +84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling