+4,062.5%
DELL vs ILMN
+28.5%
+4,034.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.1% | +2.7% |
| 7D | +25.6% | +1.9% | +23.7% | +25.1% |
| 30D | +17.7% | +12.3% | +5.4% | +14.1% |
| 3M | +33.4% | +33.5% | -0.1% | +23.6% |
| 6M | +266.2% | +69.4% | +196.8% | +219.9% |
| YTD | +328.0% | +60.9% | +267.1% | +276.5% |
| 1Y | +339.6% | +115.0% | +224.6% | +256.2% |
| 3Y | +694.6% | +37.0% | +657.6% | +593.1% |
| 5Y | +1,122.0% | -53.1% | +1,175.1% | +1,251.5% |
| 10Y | +4,062.5% | +27.6% | +4,034.9% | +3,263.4% |
| All | +4,062.5% | +28.5% | +4,034.0% | +3,263.4% |
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 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