+723.2%
QCOM vs ILMN
+1,331.5%
-608.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.2% | -1.3% | -8.0% |
| 7D | -15.5% | -28.3% | +12.8% | -10.1% |
| 30D | -13.4% | -24.0% | +10.5% | -9.0% |
| 3M | 0.0% | +4.1% | -4.0% | -1.3% |
| 6M | -15.2% | +49.6% | -64.8% | -22.1% |
| YTD | -6.9% | +58.6% | -65.5% | -15.9% |
| 1Y | -11.0% | +69.9% | -80.8% | -20.6% |
| 3Y | +39.8% | +82.9% | -43.1% | +19.7% |
| 5Y | +7.2% | -47.6% | +54.8% | +12.2% |
| 10Y | +207.7% | +58.8% | +148.9% | +163.2% |
| All | +723.2% | +1,331.5% | -608.2% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling