+53.4%
INTC vs ILMN
+1,366.8%
-1,313.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.5% | +5.2% | +7.3% |
| 7D | -14.4% | -9.7% | -4.7% | -12.7% |
| 30D | -50.2% | -20.4% | -29.8% | -47.5% |
| 3M | -43.6% | +10.0% | -53.6% | -44.1% |
| 6M | -50.2% | +49.5% | -99.7% | -53.3% |
| YTD | +52.5% | +62.5% | -10.0% | +40.3% |
| 1Y | +51.1% | +76.0% | -24.9% | +37.0% |
| 3Y | +50.3% | +94.2% | -43.9% | +30.8% |
| 5Y | +19.2% | -46.3% | +65.5% | +25.5% |
| 10Y | +105.1% | +62.7% | +42.4% | +79.1% |
| All | +53.4% | +1,366.8% | -1,313.4% | -33.1% |
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