+65.7%
ENTG vs ILMN
+92.1%
-26.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.9% | -1.6% | -5.3% |
| 7D | -10.3% | -21.6% | +11.2% | -5.5% |
| 30D | -14.4% | -22.9% | +8.5% | -9.7% |
| 3M | -1.1% | +11.6% | -12.7% | -2.2% |
| 6M | +3.0% | +62.5% | -59.6% | -5.3% |
| YTD | +70.1% | +72.7% | -2.6% | +47.4% |
| 1Y | +65.7% | +93.9% | -28.1% | +31.2% |
| All | +65.7% | +92.1% | -26.4% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling