+76.3%
INFY vs ILMN
+25.5%
+50.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -9.8% | -9.2% | -0.6% | -8.3% |
| 30D | -13.4% | +4.4% | -17.8% | -14.2% |
| 3M | -7.2% | +23.9% | -31.1% | -11.0% |
| 6M | -20.6% | +64.5% | -85.1% | -27.7% |
| YTD | -37.5% | +53.5% | -90.9% | -42.6% |
| 1Y | -33.4% | +110.8% | -144.1% | -42.6% |
| 3Y | -32.4% | +30.7% | -63.1% | -38.5% |
| 5Y | -45.5% | -54.8% | +9.4% | -41.3% |
| All | +76.3% | +25.5% | +50.8% | +62.1% |
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