+129.0%
INFY vs ILMN
+54.3%
+74.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | +7.1% | -23.8% | +30.9% | +10.7% |
| 3M | -1.0% | +7.5% | -8.4% | -4.0% |
| 6M | +5.9% | +42.8% | -36.9% | -2.9% |
| YTD | -29.5% | +57.8% | -87.4% | -36.9% |
| 1Y | -26.0% | +72.6% | -98.6% | -34.7% |
| 3Y | -19.4% | +129.3% | -148.8% | -35.2% |
| 5Y | -40.9% | -44.5% | +3.6% | -39.6% |
| All | +129.0% | +54.3% | +74.7% | +113.0% |
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