-2.5%
IBM vs ILMN
+127.6%
-130.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +0.3% | +9.2% | -8.9% | -0.6% |
| 3M | -21.6% | +29.8% | -51.5% | -23.7% |
| 6M | -4.7% | +69.2% | -73.9% | -9.5% |
| YTD | -19.1% | +66.4% | -85.5% | -23.3% |
| 1Y | -2.5% | +123.4% | -125.9% | -8.0% |
| All | -2.5% | +127.6% | -130.1% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling