+141.6%
IBM vs ILMN
+64.4%
+77.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -1.5% | -9.8% | +8.3% | -0.2% |
| 30D | +8.4% | -22.7% | +31.1% | +11.8% |
| 3M | +4.2% | +12.1% | -7.9% | +1.4% |
| 6M | +7.9% | +51.5% | -43.5% | +0.3% |
| YTD | -15.2% | +63.9% | -79.0% | -22.5% |
| 1Y | -18.7% | +76.6% | -95.3% | -26.6% |
| 3Y | +79.2% | +124.6% | -45.4% | +50.9% |
| 5Y | +144.7% | -42.7% | +187.4% | +151.7% |
| 10Y | +141.6% | +59.7% | +81.9% | +117.3% |
| All | +141.6% | +64.4% | +77.2% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling