-41.1%
DIS vs ILMN
-51.8%
+10.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.4% |
| 7D | -2.6% | +1.2% | -3.8% | -2.9% |
| 30D | +3.5% | +9.2% | -5.7% | +1.4% |
| 3M | +6.8% | +29.8% | -23.0% | +0.4% |
| 6M | +3.0% | +69.2% | -66.2% | -9.1% |
| YTD | -6.7% | +66.4% | -73.1% | -17.8% |
| 1Y | -10.1% | +123.4% | -133.5% | -26.9% |
| 3Y | +33.0% | +33.2% | -0.1% | +18.0% |
| All | -41.1% | -51.8% | +10.8% | -36.5% |
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