+9.3%
ORCL vs ILMN
+83.5%
-74.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.2% | +1.3% | -5.5% |
| 7D | -17.5% | -28.3% | +10.8% | -12.9% |
| 30D | -20.2% | -24.0% | +3.8% | -16.5% |
| 3M | -19.9% | +4.1% | -24.0% | -20.2% |
| 6M | -37.4% | +49.6% | -87.0% | -41.0% |
| YTD | -40.1% | +58.6% | -98.7% | -44.3% |
| 1Y | -53.4% | +69.9% | -123.3% | -57.0% |
| All | +9.3% | +83.5% | -74.2% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling