+223.4%
INTU vs ILMN
+33.5%
+189.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | -7.1% | +1.2% | -8.3% | -7.5% |
| 30D | +1.5% | +9.2% | -7.7% | -1.7% |
| 3M | +10.7% | +29.8% | -19.2% | +0.8% |
| 6M | -23.8% | +69.2% | -93.0% | -36.8% |
| YTD | -49.3% | +66.4% | -115.7% | -57.9% |
| 1Y | -49.7% | +123.4% | -173.1% | -62.9% |
| 3Y | -38.0% | +33.2% | -71.2% | -47.9% |
| 5Y | -38.7% | -52.0% | +13.2% | -27.6% |
| All | +223.4% | +33.5% | +189.8% | +185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling