-38.1%
INTU vs ILMN
+33.7%
-71.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -7.1% | +1.2% | -8.3% | -7.3% |
| 30D | +1.5% | +9.2% | -7.7% | -0.2% |
| 3M | +10.7% | +29.8% | -19.2% | +5.3% |
| 6M | -23.8% | +69.2% | -93.0% | -31.1% |
| YTD | -49.3% | +66.4% | -115.7% | -54.1% |
| 1Y | -49.7% | +123.4% | -173.1% | -57.1% |
| All | -38.1% | +33.7% | -71.9% | -41.6% |
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