+253.8%
INTC vs ILMN
+28.5%
+225.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.3% | +12.3% | +10.0% |
| 7D | +17.4% | +1.9% | +15.5% | +16.6% |
| 30D | +2.8% | +12.3% | -9.5% | -1.2% |
| 3M | -5.3% | +33.5% | -38.8% | -13.8% |
| 6M | +140.6% | +69.4% | +71.2% | +103.2% |
| YTD | +183.1% | +60.9% | +122.2% | +141.3% |
| 1Y | +326.8% | +115.0% | +211.8% | +228.3% |
| 3Y | +179.4% | +37.0% | +142.4% | +137.2% |
| 5Y | +111.7% | -53.1% | +164.9% | +141.3% |
| 10Y | +253.8% | +27.6% | +226.3% | +191.1% |
| All | +253.8% | +28.5% | +225.4% | +191.1% |
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