+526.0%
GLW vs ILMN
+54.3%
+471.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.0% |
| 7D | +7.7% | -2.9% | +10.6% | +8.6% |
| 30D | -18.8% | -23.8% | +5.0% | -13.6% |
| 3M | -27.7% | +7.5% | -35.2% | -29.7% |
| 6M | -44.4% | +42.8% | -87.2% | -49.8% |
| YTD | +31.3% | +57.8% | -26.5% | +14.7% |
| 1Y | +40.0% | +72.6% | -32.6% | +19.6% |
| 3Y | +339.2% | +129.3% | +209.9% | +229.8% |
| 5Y | +229.2% | -44.5% | +273.7% | +248.5% |
| All | +526.0% | +54.3% | +471.7% | +418.3% |
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