+289.3%
INTC vs ILMN
+127.6%
+161.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.8% |
| 7D | +7.1% | +1.2% | +5.9% | +6.8% |
| 30D | -5.2% | +9.2% | -14.4% | -6.6% |
| 3M | -14.3% | +29.8% | -44.1% | -17.7% |
| 6M | +110.2% | +69.2% | +41.0% | +92.9% |
| YTD | +159.6% | +66.4% | +93.2% | +139.7% |
| 1Y | +289.3% | +123.4% | +165.9% | +250.6% |
| All | +289.3% | +127.6% | +161.6% | +250.6% |
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