+5,630.2%
KLAC vs ILMN
+1,379.0%
+4,251.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.6% |
| 7D | -2.1% | -9.8% | +7.7% | +0.2% |
| 30D | -21.8% | -22.7% | +1.0% | -17.7% |
| 3M | -20.5% | +12.1% | -32.6% | -22.6% |
| 6M | -18.0% | +51.5% | -69.4% | -25.0% |
| YTD | +26.4% | +63.9% | -37.5% | +13.1% |
| 1Y | +26.3% | +76.6% | -50.3% | +11.4% |
| 3Y | +193.3% | +124.6% | +68.7% | +141.0% |
| 5Y | +297.2% | -42.7% | +339.9% | +312.1% |
| 10Y | +2,288.0% | +59.7% | +2,228.3% | +1,980.2% |
| All | +5,630.2% | +1,379.0% | +4,251.2% | +2,365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling