+2,876.0%
DELL vs ILMN
+56.2%
+2,819.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +17.1% | +0.7% | +16.4% | +16.9% |
| 30D | -35.1% | -22.7% | -12.3% | -30.0% |
| 3M | -23.3% | +8.6% | -31.9% | -24.9% |
| 6M | +55.8% | +43.8% | +12.0% | +41.7% |
| YTD | +198.0% | +59.8% | +138.2% | +162.0% |
| 1Y | +166.6% | +71.8% | +94.8% | +130.0% |
| 3Y | +427.6% | +119.0% | +308.7% | +307.0% |
| 5Y | +630.6% | -43.8% | +674.5% | +676.2% |
| All | +2,876.0% | +56.2% | +2,819.8% | +2,209.5% |
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