+40.6%
GLW vs ILMN
+92.1%
-51.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -5.3% |
| 7D | -9.5% | -21.6% | +12.1% | -7.2% |
| 30D | -25.5% | -22.9% | -2.6% | -23.8% |
| 3M | -25.6% | +11.6% | -37.2% | -25.9% |
| 6M | -25.5% | +62.5% | -88.0% | -28.4% |
| YTD | +36.4% | +72.7% | -36.4% | +25.5% |
| 1Y | +40.6% | +93.9% | -53.3% | +21.5% |
| All | +40.6% | +92.1% | -51.5% | +21.5% |
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