+697.3%
DELL vs ILMN
+41.2%
+656.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +14.9% | +1.2% | +13.7% | +14.7% |
| 30D | +13.3% | +9.2% | +4.1% | +11.0% |
| 3M | +24.4% | +29.8% | -5.5% | +16.9% |
| 6M | +258.0% | +69.2% | +188.8% | +217.4% |
| YTD | +320.2% | +66.4% | +253.8% | +271.8% |
| 1Y | +319.1% | +123.4% | +195.7% | +246.0% |
| All | +697.3% | +41.2% | +656.1% | +605.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling