+31.5%
ABNB vs ILMN
-32.9%
+64.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.9% |
| 7D | +11.2% | -2.6% | +13.8% | +11.8% |
| 30D | +14.7% | -20.6% | +35.4% | +21.2% |
| 3M | +6.9% | +17.5% | -10.6% | -1.2% |
| 6M | +34.5% | +55.6% | -21.1% | +12.5% |
| YTD | +40.2% | +68.3% | -28.1% | +13.1% |
| 1Y | +57.4% | +81.1% | -23.7% | +23.9% |
| 3Y | +64.7% | +112.2% | -47.4% | +12.6% |
| 5Y | -2.3% | -42.6% | +40.3% | +9.0% |
| All | +31.5% | -32.9% | +64.4% | +36.2% |
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