+768.2%
ENTG vs ILMN
+28.5%
+739.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +3.0% |
| 7D | +8.9% | +1.9% | +7.0% | +7.9% |
| 30D | -7.2% | +12.3% | -19.5% | -12.0% |
| 3M | +6.4% | +33.5% | -27.1% | -6.7% |
| 6M | +25.7% | +69.4% | -43.7% | -1.3% |
| YTD | +67.9% | +60.9% | +6.9% | +33.3% |
| 1Y | +72.4% | +115.0% | -42.6% | +18.7% |
| 3Y | +48.4% | +37.0% | +11.4% | +18.9% |
| 5Y | +20.1% | -53.1% | +73.2% | +44.0% |
| 10Y | +768.2% | +27.6% | +740.6% | +608.2% |
| All | +768.2% | +28.5% | +739.7% | +608.2% |
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 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