+33.8%
DIS vs ILMN
+33.7%
0.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.5% |
| 7D | -2.6% | +1.2% | -3.8% | -2.8% |
| 30D | +3.5% | +9.2% | -5.7% | +2.0% |
| 3M | +6.8% | +29.8% | -23.0% | +2.1% |
| 6M | +3.0% | +69.2% | -66.2% | -6.1% |
| YTD | -6.7% | +66.4% | -73.1% | -15.0% |
| 1Y | -10.1% | +123.4% | -133.5% | -22.8% |
| All | +33.8% | +33.7% | 0.0% | +16.7% |
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