+37.0%
ORLY vs ILMN
+32.3%
+4.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | -1.0% | -3.9% | +2.8% | -0.9% |
| 30D | -6.7% | +6.9% | -13.6% | -6.8% |
| 3M | -3.8% | +28.1% | -31.9% | -4.5% |
| 6M | -9.0% | +65.0% | -74.0% | -10.5% |
| YTD | -5.6% | +56.3% | -61.9% | -7.1% |
| 1Y | -19.5% | +108.7% | -128.2% | -21.3% |
| All | +37.0% | +32.3% | +4.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling