-46.9%
INTU vs ILMN
+74.5%
-121.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.6% |
| 7D | -3.9% | -6.0% | +2.1% | -3.9% |
| 30D | +12.0% | -23.0% | +35.0% | +12.1% |
| 3M | +2.3% | +10.4% | -8.1% | -3.3% |
| 6M | -12.1% | +49.4% | -61.5% | -22.0% |
| YTD | -47.5% | +62.3% | -109.9% | -54.9% |
| 1Y | -46.9% | +73.7% | -120.6% | -55.8% |
| All | -46.9% | +74.5% | -121.4% | -55.8% |
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