+235.3%
INTU vs ILMN
+61.7%
+173.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.5% | -2.0% |
| 7D | -3.9% | -2.6% | -1.4% | -3.6% |
| 30D | +11.7% | -20.6% | +32.4% | +17.8% |
| 3M | +4.5% | +17.5% | -13.0% | -4.3% |
| 6M | -13.9% | +55.6% | -69.5% | -28.9% |
| YTD | -48.2% | +68.3% | -116.5% | -58.8% |
| 1Y | -47.1% | +81.1% | -128.3% | -59.1% |
| 3Y | -32.5% | +112.2% | -144.7% | -54.6% |
| 5Y | -42.6% | -42.6% | 0.0% | -37.4% |
| 10Y | +235.3% | +70.5% | +164.8% | +190.7% |
| All | +235.3% | +61.7% | +173.6% | +190.7% |
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