+27.8%
INTC vs ILMN
-44.7%
+72.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | +6.0% | -2.9% | +8.9% | +7.0% |
| 30D | -39.2% | -23.8% | -15.4% | -32.5% |
| 3M | -42.9% | +7.5% | -50.4% | -42.6% |
| 6M | -50.4% | +42.8% | -93.2% | -54.0% |
| YTD | +61.7% | +57.8% | +3.9% | +44.8% |
| 1Y | +66.1% | +72.6% | -6.5% | +45.1% |
| 3Y | +58.1% | +129.3% | -71.2% | +22.0% |
| All | +27.8% | -44.7% | +72.5% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling