+359.4%
ORLY vs ILMN
+25.5%
+333.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.4% |
| 7D | -2.1% | -9.2% | +7.1% | -1.0% |
| 30D | -7.6% | +4.4% | -12.0% | -8.2% |
| 3M | -5.5% | +23.9% | -29.4% | -8.2% |
| 6M | -9.7% | +64.5% | -74.2% | -15.6% |
| YTD | -6.2% | +53.5% | -59.7% | -11.9% |
| 1Y | -18.6% | +110.8% | -129.4% | -27.1% |
| 3Y | +33.8% | +30.7% | +3.2% | +25.8% |
| 5Y | +116.5% | -54.8% | +171.4% | +137.9% |
| All | +359.4% | +25.5% | +333.9% | +307.0% |
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 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