+123.2%
GLW vs ILMN
+127.6%
-4.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +5.8% |
| 7D | +3.8% | +1.2% | +2.5% | +3.6% |
| 30D | -1.3% | +9.2% | -10.5% | -2.0% |
| 3M | -21.8% | +29.8% | -51.7% | -23.3% |
| 6M | +6.9% | +69.2% | -62.3% | +3.1% |
| YTD | +77.2% | +66.4% | +10.8% | +70.7% |
| 1Y | +123.2% | +123.4% | -0.2% | +112.1% |
| All | +123.2% | +127.6% | -4.4% | +112.1% |
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