-41.6%
ORCL vs ILMN
+72.2%
-113.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +8.0% | -2.9% | +10.8% | +8.8% |
| 30D | -4.0% | -23.8% | +19.8% | +2.4% |
| 3M | -19.5% | +7.5% | -26.9% | -19.9% |
| 6M | -33.5% | +42.8% | -76.2% | -38.0% |
| YTD | -34.8% | +57.8% | -92.7% | -41.2% |
| 1Y | -41.6% | +72.6% | -114.2% | -45.8% |
| All | -41.6% | +72.2% | -113.8% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling