+350.7%
IBM vs ILMN
+1,366.8%
-1,016.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.1% |
| 7D | -5.0% | -9.7% | +4.7% | -3.9% |
| 30D | +11.1% | -20.4% | +31.5% | +13.6% |
| 3M | +5.7% | +10.0% | -4.3% | +3.8% |
| 6M | +10.1% | +49.5% | -39.4% | +4.3% |
| YTD | -15.6% | +62.5% | -78.1% | -21.1% |
| 1Y | -19.5% | +76.0% | -95.5% | -25.5% |
| 3Y | +80.4% | +94.2% | -13.8% | +61.6% |
| 5Y | +140.0% | -46.3% | +186.3% | +142.4% |
| 10Y | +155.0% | +62.7% | +92.2% | +123.0% |
| All | +350.7% | +1,366.8% | -1,016.1% | +158.5% |
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