+205.7%
GLW vs ILMN
-49.5%
+255.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -8.2% | -4.7% | -11.4% |
| 7D | -19.7% | -28.3% | +8.5% | -15.0% |
| 30D | -38.8% | -24.0% | -14.8% | -35.8% |
| 3M | -33.9% | +4.1% | -37.9% | -34.9% |
| 6M | -36.0% | +49.6% | -85.5% | -41.1% |
| YTD | +18.7% | +58.6% | -39.8% | +7.3% |
| 1Y | +19.8% | +69.9% | -50.1% | +6.8% |
| 3Y | +294.3% | +82.9% | +211.4% | +231.7% |
| 5Y | +205.7% | -47.6% | +253.3% | +195.4% |
| All | +205.7% | -49.5% | +255.2% | +195.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling