+2.3%
QCOM vs ILMN
+92.1%
-89.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.9% | +10.2% | +6.3% |
| 7D | -5.3% | -21.6% | +16.2% | -0.4% |
| 30D | -4.2% | -22.9% | +18.7% | +0.9% |
| 3M | +7.0% | +11.6% | -4.5% | +6.0% |
| 6M | +3.8% | +62.5% | -58.7% | -5.5% |
| YTD | +2.8% | +72.7% | -69.9% | -11.0% |
| 1Y | +2.3% | +93.9% | -91.6% | -17.0% |
| All | +2.3% | +92.1% | -89.9% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling