+246.0%
ORCL vs ILMN
+64.4%
+181.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -1.0% |
| 7D | -6.5% | -9.8% | +3.3% | -4.5% |
| 30D | -16.6% | -22.7% | +6.2% | -12.1% |
| 3M | -21.6% | +12.1% | -33.7% | -23.8% |
| 6M | -39.4% | +51.5% | -90.8% | -44.8% |
| YTD | -38.7% | +63.9% | -102.5% | -45.3% |
| 1Y | -50.4% | +76.6% | -126.9% | -56.5% |
| 3Y | +8.1% | +124.6% | -116.5% | -14.1% |
| 5Y | +34.5% | -42.7% | +77.2% | +40.6% |
| 10Y | +246.0% | +59.7% | +186.4% | +203.4% |
| All | +246.0% | +64.4% | +181.6% | +203.4% |
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 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