+109.3%
INTC vs ILMN
+61.7%
+47.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +4.3% |
| 7D | -1.0% | -2.6% | +1.6% | +0.1% |
| 30D | -43.3% | -20.6% | -22.7% | -37.6% |
| 3M | -41.6% | +17.5% | -59.1% | -43.5% |
| 6M | -52.5% | +55.6% | -108.1% | -58.1% |
| YTD | +60.9% | +68.3% | -7.4% | +37.5% |
| 1Y | +55.7% | +81.1% | -25.4% | +30.0% |
| 3Y | +59.2% | +112.2% | -53.0% | +19.7% |
| 5Y | +25.0% | -42.6% | +67.6% | +37.5% |
| 10Y | +109.3% | +70.5% | +38.8% | +73.7% |
| All | +109.3% | +61.7% | +47.6% | +73.7% |
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