+452.6%
ORCL vs ILMN
+1,401.8%
-949.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | -32.6% | +29.8% | -62.4% | -35.7% |
| 6M | +4.9% | +69.2% | -64.3% | -4.3% |
| YTD | -17.8% | +66.4% | -84.1% | -25.1% |
| 1Y | -28.0% | +123.4% | -151.4% | -38.1% |
| 3Y | +36.0% | +33.2% | +2.9% | +24.3% |
| 5Y | +88.7% | -52.0% | +140.7% | +98.5% |
| 10Y | +346.9% | +33.6% | +313.3% | +281.5% |
| All | +452.6% | +1,401.8% | -949.2% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling