-29.9%
INTU vs ILMN
+88.1%
-118.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.2% | -4.0% |
| 7D | +0.1% | -9.7% | +9.8% | +1.1% |
| 30D | +15.4% | -20.4% | +35.8% | +17.5% |
| 3M | +6.6% | +10.0% | -3.4% | +2.6% |
| 6M | -11.3% | +49.5% | -60.8% | -19.3% |
| YTD | -47.7% | +62.5% | -110.2% | -53.3% |
| 1Y | -47.0% | +76.0% | -123.0% | -53.4% |
| 3Y | -29.9% | +94.2% | -124.1% | -40.5% |
| All | -29.9% | +88.1% | -118.0% | -40.5% |
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 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