+106.9%
ORLY vs ILMN
-43.7%
+150.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.3% |
| 7D | -0.7% | -9.8% | +9.1% | -0.2% |
| 30D | +3.4% | -22.7% | +26.1% | +4.6% |
| 3M | -3.1% | +12.1% | -15.1% | -4.3% |
| 6M | -3.8% | +51.5% | -55.3% | -7.0% |
| YTD | -2.0% | +63.9% | -65.8% | -6.0% |
| 1Y | -8.9% | +76.6% | -85.4% | -13.1% |
| 3Y | +36.0% | +124.6% | -88.6% | +25.1% |
| 5Y | +106.9% | -42.7% | +149.6% | +115.3% |
| All | +106.9% | -43.7% | +150.6% | +115.3% |
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 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