-18.7%
IBM vs ILMN
+74.5%
-93.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -1.7% | -6.0% | +4.3% | -1.2% |
| 30D | +10.1% | -23.0% | +33.1% | +12.4% |
| 3M | +4.8% | +10.4% | -5.6% | +1.1% |
| 6M | +12.6% | +49.4% | -36.8% | +2.8% |
| YTD | -13.9% | +62.3% | -76.2% | -24.9% |
| 1Y | -18.7% | +73.7% | -92.4% | -31.2% |
| All | -18.7% | +74.5% | -93.2% | -31.2% |
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