+93.9%
INTC vs ILMN
-51.8%
+145.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.9% |
| 7D | +7.1% | +1.2% | +5.9% | +6.7% |
| 30D | -5.2% | +9.2% | -14.4% | -7.7% |
| 3M | -14.3% | +29.8% | -44.1% | -20.6% |
| 6M | +110.2% | +69.2% | +41.0% | +80.6% |
| YTD | +159.6% | +66.4% | +93.2% | +123.0% |
| 1Y | +289.3% | +123.4% | +165.9% | +204.5% |
| 3Y | +166.1% | +33.2% | +132.9% | +130.7% |
| All | +93.9% | -51.8% | +145.7% | +109.3% |
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