+42.7%
ORCL vs ILMN
-44.7%
+87.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +8.0% | -2.9% | +10.8% | +8.5% |
| 30D | -4.0% | -23.8% | +19.8% | +0.8% |
| 3M | -19.5% | +7.5% | -26.9% | -20.6% |
| 6M | -33.5% | +42.8% | -76.2% | -37.8% |
| YTD | -34.8% | +57.8% | -92.7% | -40.4% |
| 1Y | -41.6% | +72.6% | -114.2% | -47.4% |
| 3Y | +13.8% | +129.3% | -115.6% | -7.1% |
| All | +42.7% | -44.7% | +87.3% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling