+297.3%
GLW vs ILMN
+83.5%
+213.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -8.2% | -4.7% | -11.6% |
| 7D | -19.7% | -28.3% | +8.5% | -15.7% |
| 30D | -38.8% | -24.0% | -14.8% | -36.2% |
| 3M | -33.9% | +4.1% | -37.9% | -34.5% |
| 6M | -36.0% | +49.6% | -85.5% | -40.1% |
| YTD | +18.7% | +58.6% | -39.8% | +9.3% |
| 1Y | +19.8% | +69.9% | -50.1% | +9.0% |
| All | +297.3% | +83.5% | +213.8% | +239.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling