-27.2%
INTU vs ILMN
+83.5%
-110.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.7% | +0.4% |
| 7D | +7.1% | -28.3% | +35.4% | +10.7% |
| 30D | +23.0% | -24.0% | +47.0% | +26.0% |
| 3M | +8.7% | +4.1% | +4.6% | +5.4% |
| 6M | -10.1% | +49.6% | -59.7% | -18.3% |
| YTD | -45.7% | +58.6% | -104.3% | -51.4% |
| 1Y | -45.1% | +69.9% | -115.0% | -51.4% |
| All | -27.2% | +83.5% | -110.7% | -38.0% |
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