-50.2%
INTC vs ILMN
+53.3%
-103.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +6.1% |
| 7D | -14.4% | -9.7% | -4.7% | -8.5% |
| 30D | -50.2% | -20.4% | -29.8% | -39.7% |
| 3M | -43.6% | +10.0% | -53.6% | -36.4% |
| 6M | -50.2% | +49.5% | -99.7% | -46.9% |
| All | -50.2% | +53.3% | -103.5% | -46.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling