+312.6%
DIS vs ILMN
+1,331.5%
-1,018.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -0.3% |
| 7D | +5.7% | -28.3% | +34.0% | +10.2% |
| 30D | +12.7% | -24.0% | +36.6% | +16.4% |
| 3M | +15.2% | +4.1% | +11.1% | +13.4% |
| 6M | +17.6% | +49.6% | -32.0% | +9.6% |
| YTD | +3.8% | +58.6% | -54.8% | -4.5% |
| 1Y | +6.8% | +69.9% | -63.1% | -2.7% |
| 3Y | +42.1% | +82.9% | -40.8% | +24.9% |
| 5Y | -31.2% | -47.6% | +16.4% | -29.6% |
| 10Y | +37.6% | +58.8% | -21.2% | +18.9% |
| All | +312.6% | +1,331.5% | -1,018.9% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling