+332.2%
ORCL vs ILMN
+1,459.1%
-1,126.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +2.9% | -1.1% |
| 7D | -14.4% | -21.6% | +7.2% | -10.9% |
| 30D | -12.8% | -22.9% | +10.0% | -9.1% |
| 3M | -14.8% | +11.6% | -26.4% | -16.8% |
| 6M | -30.9% | +62.5% | -93.4% | -36.8% |
| YTD | -35.7% | +72.7% | -108.4% | -42.0% |
| 1Y | -49.5% | +93.9% | -143.3% | -55.4% |
| 3Y | +18.6% | +99.2% | -80.6% | +1.0% |
| 5Y | +38.4% | -44.8% | +83.2% | +41.7% |
| 10Y | +275.2% | +73.0% | +202.2% | +208.1% |
| All | +332.2% | +1,459.1% | -1,126.8% | +73.4% |
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