+250.3%
QCOM vs ILMN
+33.5%
+216.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +3.3% | +1.2% | +2.1% | +2.9% |
| 30D | +7.7% | +9.2% | -1.5% | +4.5% |
| 3M | -30.1% | +29.8% | -59.9% | -35.9% |
| 6M | +22.8% | +69.2% | -46.4% | +3.5% |
| YTD | +0.2% | +66.4% | -66.2% | -15.8% |
| 1Y | +7.9% | +123.4% | -115.5% | -18.4% |
| 3Y | +55.8% | +33.2% | +22.7% | +32.6% |
| 5Y | +30.1% | -52.0% | +82.0% | +47.8% |
| All | +250.3% | +33.5% | +216.8% | +196.8% |
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