+354.6%
IBM vs ILMN
+1,331.5%
-976.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.3% | -1.9% |
| 7D | -4.3% | -28.3% | +24.0% | -1.0% |
| 30D | +11.7% | -24.0% | +35.6% | +14.7% |
| 3M | +5.5% | +4.1% | +1.4% | +4.3% |
| 6M | +9.5% | +49.6% | -40.1% | +3.7% |
| YTD | -14.9% | +58.6% | -73.5% | -20.2% |
| 1Y | -17.4% | +69.9% | -87.2% | -23.1% |
| 3Y | +83.3% | +82.9% | +0.4% | +65.3% |
| 5Y | +142.1% | -47.6% | +189.7% | +145.2% |
| 10Y | +157.2% | +58.8% | +98.3% | +125.6% |
| All | +354.6% | +1,331.5% | -976.9% | +161.5% |
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