+10.2%
ORCL vs ILMN
+88.1%
-77.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.4% |
| 7D | -11.2% | -9.7% | -1.5% | -9.5% |
| 30D | -18.8% | -20.4% | +1.6% | -15.7% |
| 3M | -18.8% | +10.0% | -28.8% | -19.8% |
| 6M | -39.7% | +49.5% | -89.2% | -43.2% |
| YTD | -39.6% | +62.5% | -102.1% | -44.0% |
| 1Y | -51.7% | +76.0% | -127.7% | -55.7% |
| 3Y | +10.2% | +94.2% | -83.9% | -4.2% |
| All | +10.2% | +88.1% | -77.8% | -4.2% |
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