-41.3%
INTU vs ILMN
-43.7%
+2.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +1.3% |
| 7D | -1.2% | -9.8% | +8.5% | +1.1% |
| 30D | +12.4% | -22.7% | +35.2% | +18.3% |
| 3M | +2.3% | +12.1% | -9.8% | -4.3% |
| 6M | -13.3% | +51.5% | -64.8% | -26.4% |
| YTD | -47.9% | +63.9% | -111.7% | -57.2% |
| 1Y | -47.2% | +76.6% | -123.7% | -57.7% |
| 3Y | -33.9% | +124.6% | -158.5% | -55.3% |
| 5Y | -41.3% | -42.7% | +1.4% | -29.0% |
| All | -41.3% | -43.7% | +2.3% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling