+236.7%
INTU vs ILMN
+54.3%
+182.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | +0.1% | -2.9% | +2.9% | +0.9% |
| 30D | +10.1% | -23.8% | +33.9% | +17.4% |
| 3M | -4.2% | +7.5% | -11.6% | -9.8% |
| 6M | -7.2% | +42.8% | -50.0% | -21.4% |
| YTD | -47.7% | +57.8% | -105.5% | -57.6% |
| 1Y | -46.7% | +72.6% | -119.3% | -58.2% |
| 3Y | -34.1% | +129.3% | -163.4% | -57.2% |
| 5Y | -43.3% | -44.5% | +1.2% | -37.8% |
| All | +236.7% | +54.3% | +182.4% | +197.5% |
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