+17.6%
DIS vs ILMN
+49.0%
-31.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -1.5% |
| 7D | +5.7% | -28.3% | +34.0% | +5.5% |
| 30D | +12.7% | -24.0% | +36.6% | +12.4% |
| 3M | +15.2% | +4.1% | +11.1% | +15.8% |
| 6M | +17.6% | +49.6% | -32.0% | +15.1% |
| All | +17.6% | +49.0% | -31.5% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling