+542.4%
GLW vs ILMN
+61.7%
+480.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.7% | +8.4% |
| 7D | -5.9% | -2.6% | -3.3% | -5.1% |
| 30D | -26.0% | -20.6% | -5.4% | -22.0% |
| 3M | -29.9% | +17.5% | -47.3% | -33.3% |
| 6M | -37.8% | +55.6% | -93.4% | -44.9% |
| YTD | +33.1% | +68.3% | -35.2% | +14.5% |
| 1Y | +36.8% | +81.1% | -44.3% | +15.6% |
| 3Y | +356.1% | +112.2% | +243.9% | +250.0% |
| 5Y | +243.8% | -42.6% | +286.4% | +261.9% |
| 10Y | +542.4% | +70.5% | +471.9% | +425.5% |
| All | +542.4% | +61.7% | +480.7% | +425.5% |
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 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