-32.5%
INTU vs ILMN
+103.6%
-136.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.5% | -1.3% |
| 7D | -3.9% | -2.6% | -1.4% | -3.8% |
| 30D | +11.7% | -20.6% | +32.4% | +14.0% |
| 3M | +4.5% | +17.5% | -13.0% | -0.3% |
| 6M | -13.9% | +55.6% | -69.5% | -22.0% |
| YTD | -48.2% | +68.3% | -116.5% | -54.0% |
| 1Y | -47.1% | +81.1% | -128.3% | -53.6% |
| 3Y | -32.5% | +112.2% | -144.7% | -42.8% |
| All | -32.5% | +103.6% | -136.1% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling