+377.0%
DELL vs ILMN
+88.1%
+288.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.9% |
| 7D | -22.6% | -9.7% | -12.9% | -19.9% |
| 30D | -43.2% | -20.4% | -22.8% | -39.1% |
| 3M | -24.8% | +10.0% | -34.8% | -26.1% |
| 6M | +38.0% | +49.5% | -11.5% | +26.2% |
| YTD | +163.7% | +62.5% | +101.2% | +135.2% |
| 1Y | +122.5% | +76.0% | +46.6% | +95.0% |
| 3Y | +377.0% | +94.2% | +282.8% | +310.1% |
| All | +377.0% | +88.1% | +288.9% | +310.1% |
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 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