+57.4%
INTC vs ILMN
+92.1%
-34.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -1.5% |
| 7D | -39.0% | -21.6% | -17.4% | -30.4% |
| 30D | -49.8% | -22.9% | -27.0% | -42.6% |
| 3M | -42.2% | +11.6% | -53.8% | -39.2% |
| 6M | -39.2% | +62.5% | -101.7% | -41.5% |
| YTD | +57.9% | +72.7% | -14.8% | +48.0% |
| 1Y | +57.4% | +93.9% | -36.5% | +35.4% |
| All | +57.4% | +92.1% | -34.8% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling