+1,379.0%
ENTG vs ILMN
+1,401.8%
-22.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +6.6% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | -4.7% | +9.2% | -13.9% | -7.1% |
| 3M | -0.7% | +29.8% | -30.6% | -7.8% |
| 6M | +7.7% | +69.2% | -61.5% | -7.0% |
| YTD | +65.1% | +66.4% | -1.3% | +42.2% |
| 1Y | +74.8% | +123.4% | -48.6% | +38.3% |
| 3Y | +36.9% | +33.2% | +3.7% | +21.7% |
| 5Y | +16.1% | -52.0% | +68.1% | +29.9% |
| 10Y | +740.3% | +33.6% | +706.7% | +620.6% |
| All | +1,379.0% | +1,401.8% | -22.8% | +456.0% |
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