+2,655.3%
DELL vs ILMN
+61.7%
+2,593.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.4% |
| 7D | -11.8% | -2.6% | -9.3% | -10.8% |
| 30D | -40.8% | -20.6% | -20.2% | -36.7% |
| 3M | -23.6% | +17.5% | -41.0% | -26.7% |
| 6M | +33.4% | +55.6% | -22.2% | +18.7% |
| YTD | +178.0% | +68.3% | +109.7% | +141.0% |
| 1Y | +138.6% | +81.1% | +57.4% | +102.9% |
| 3Y | +400.9% | +112.2% | +288.7% | +289.0% |
| 5Y | +580.7% | -42.6% | +623.3% | +619.3% |
| 10Y | +2,655.3% | +70.5% | +2,584.8% | +2,014.2% |
| All | +2,655.3% | +61.7% | +2,593.6% | +2,014.2% |
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