-31.9%
DIS vs ILMN
-46.1%
+14.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | +5.2% | -9.7% | +14.9% | +7.1% |
| 30D | +11.5% | -20.4% | +31.9% | +15.5% |
| 3M | +11.5% | +10.0% | +1.5% | +7.5% |
| 6M | +8.9% | +49.5% | -40.6% | -2.5% |
| YTD | +3.4% | +62.5% | -59.1% | -9.8% |
| 1Y | +7.2% | +76.0% | -68.8% | -8.2% |
| 3Y | +43.3% | +94.2% | -50.8% | +12.9% |
| All | -31.9% | -46.1% | +14.2% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling