+205.8%
GLW vs ILMN
+1,401.8%
-1,196.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +6.0% |
| 7D | +3.8% | +1.2% | +2.5% | +3.5% |
| 30D | -1.3% | +9.2% | -10.5% | -3.3% |
| 3M | -21.8% | +29.8% | -51.7% | -25.9% |
| 6M | +6.9% | +69.2% | -62.3% | -3.9% |
| YTD | +77.2% | +66.4% | +10.8% | +58.8% |
| 1Y | +123.2% | +123.4% | -0.2% | +87.4% |
| 3Y | +400.0% | +33.2% | +366.8% | +351.0% |
| 5Y | +342.8% | -52.0% | +394.8% | +368.3% |
| 10Y | +771.4% | +33.6% | +737.8% | +634.2% |
| All | +205.8% | +1,401.8% | -1,196.0% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling