+418.1%
ORLY vs ILMN
+58.7%
+359.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -1.9% | -6.0% | +4.1% | -1.3% |
| 30D | +4.5% | -23.0% | +27.5% | +7.1% |
| 3M | -2.2% | +10.4% | -12.6% | -4.4% |
| 6M | -0.9% | +49.4% | -50.3% | -7.0% |
| YTD | -0.7% | +62.3% | -63.1% | -8.3% |
| 1Y | -8.7% | +73.7% | -82.4% | -16.5% |
| 3Y | +37.7% | +122.5% | -84.8% | +17.5% |
| 5Y | +110.5% | -43.2% | +153.7% | +121.5% |
| All | +418.1% | +58.7% | +359.4% | +346.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling