+117.8%
ORLY vs ILMN
-52.9%
+170.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | -2.3% | +1.9% | -4.2% | -2.5% |
| 30D | -8.2% | +12.3% | -20.5% | -8.9% |
| 3M | -3.5% | +33.5% | -37.1% | -5.5% |
| 6M | -9.2% | +69.4% | -78.6% | -12.6% |
| YTD | -5.8% | +60.9% | -66.8% | -9.2% |
| 1Y | -19.3% | +115.0% | -134.2% | -23.9% |
| 3Y | +34.4% | +37.0% | -2.6% | +30.8% |
| 5Y | +117.8% | -53.1% | +171.0% | +152.7% |
| All | +117.8% | -52.9% | +170.8% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling