+82.1%
IBM vs ILMN
+103.6%
-21.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.1% |
| 7D | -2.5% | -2.6% | 0.0% | -2.4% |
| 30D | +8.4% | -20.6% | +29.0% | +10.4% |
| 3M | +4.5% | +17.5% | -13.0% | +1.7% |
| 6M | +7.9% | +55.6% | -47.7% | +1.7% |
| YTD | -15.2% | +68.3% | -83.5% | -21.1% |
| 1Y | -17.6% | +81.1% | -98.7% | -23.9% |
| 3Y | +82.1% | +112.2% | -30.1% | +62.8% |
| All | +82.1% | +103.6% | -21.6% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling