+339.6%
DELL vs ILMN
+113.9%
+225.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.7% |
| 3M | +33.4% | +33.5% | -0.1% | +24.7% |
| 6M | +266.2% | +69.4% | +196.8% | +227.8% |
| YTD | +328.0% | +60.9% | +267.1% | +282.9% |
| 1Y | +339.6% | +115.0% | +224.6% | +278.1% |
| All | +339.6% | +113.9% | +225.7% | +278.1% |
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