+91.4%
ORCL vs ILMN
-51.8%
+143.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.6% | +3.3% |
| 7D | +5.3% | +1.2% | +4.0% | +5.1% |
| 30D | +10.0% | +9.2% | +0.8% | +8.2% |
| 3M | -32.6% | +29.8% | -62.4% | -35.8% |
| 6M | +4.9% | +69.2% | -64.3% | -4.6% |
| YTD | -17.8% | +66.4% | -84.1% | -25.3% |
| 1Y | -28.0% | +123.4% | -151.4% | -38.3% |
| 3Y | +36.0% | +33.2% | +2.9% | +23.7% |
| All | +91.4% | -51.8% | +143.3% | +112.7% |
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