+770.1%
ENTG vs ILMN
+61.7%
+708.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +7.9% |
| 7D | -7.6% | -2.6% | -5.0% | -6.2% |
| 30D | -15.5% | -20.6% | +5.2% | -7.0% |
| 3M | -7.8% | +17.5% | -25.3% | -15.3% |
| 6M | -5.9% | +55.6% | -61.5% | -24.2% |
| YTD | +66.7% | +68.3% | -1.6% | +27.5% |
| 1Y | +62.1% | +81.1% | -19.0% | +20.0% |
| 3Y | +56.3% | +112.2% | -55.9% | +1.6% |
| 5Y | -3.8% | -42.6% | +38.8% | +6.2% |
| 10Y | +770.1% | +70.5% | +699.6% | +568.6% |
| All | +770.1% | +61.7% | +708.4% | +568.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling