-45.2%
INTU vs ILMN
+92.1%
-137.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +3.5% |
| 7D | +8.7% | -21.6% | +30.2% | +9.1% |
| 30D | +25.9% | -22.9% | +48.7% | +26.6% |
| 3M | +10.7% | +11.6% | -0.9% | +5.6% |
| 6M | -11.6% | +62.5% | -74.1% | -21.8% |
| YTD | -45.4% | +72.7% | -118.1% | -52.7% |
| 1Y | -45.2% | +93.9% | -139.1% | -53.9% |
| All | -45.2% | +92.1% | -137.4% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling