+161.1%
INTC vs ILMN
+1,401.8%
-1,240.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.8% |
| 7D | +7.1% | +1.2% | +5.9% | +6.8% |
| 30D | -5.2% | +9.2% | -14.4% | -6.9% |
| 3M | -14.3% | +29.8% | -44.1% | -18.5% |
| 6M | +110.2% | +69.2% | +41.0% | +90.6% |
| YTD | +159.6% | +66.4% | +93.2% | +135.3% |
| 1Y | +289.3% | +123.4% | +165.9% | +232.4% |
| 3Y | +166.1% | +33.2% | +132.9% | +143.9% |
| 5Y | +94.4% | -52.0% | +146.3% | +106.2% |
| 10Y | +227.7% | +33.6% | +194.1% | +189.3% |
| All | +161.1% | +1,401.8% | -1,240.7% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling