+346.9%
ORCL vs ILMN
+33.5%
+313.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.4% |
| 7D | +5.3% | +1.2% | +4.0% | +5.0% |
| 30D | +10.0% | +9.2% | +0.8% | +8.0% |
| 3M | -32.6% | +29.8% | -62.4% | -36.2% |
| 6M | +4.9% | +69.2% | -64.3% | -5.9% |
| YTD | -17.8% | +66.4% | -84.1% | -26.4% |
| 1Y | -28.0% | +123.4% | -151.4% | -39.8% |
| 3Y | +36.0% | +33.2% | +2.9% | +22.2% |
| 5Y | +88.7% | -52.0% | +140.7% | +105.2% |
| All | +346.9% | +33.5% | +313.4% | +274.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling