+212.6%
GLW vs ILMN
-46.1%
+258.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.2% |
| 7D | -13.9% | -9.7% | -4.2% | -12.2% |
| 30D | -35.0% | -20.4% | -14.6% | -32.3% |
| 3M | -32.4% | +10.0% | -42.4% | -34.0% |
| 6M | -41.3% | +49.5% | -90.8% | -46.0% |
| YTD | +21.8% | +62.5% | -40.6% | +9.6% |
| 1Y | +21.8% | +76.0% | -54.1% | +8.0% |
| 3Y | +307.7% | +94.2% | +213.5% | +238.9% |
| All | +212.6% | -46.1% | +258.8% | +206.0% |
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