+29.2%
ABNB vs ILMN
-34.7%
+63.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.0% |
| 7D | +11.9% | -9.8% | +21.7% | +15.2% |
| 30D | +12.7% | -22.7% | +35.4% | +20.0% |
| 3M | +1.2% | +12.1% | -10.9% | -5.1% |
| 6M | +32.1% | +51.5% | -19.4% | +11.3% |
| YTD | +37.7% | +63.9% | -26.1% | +12.0% |
| 1Y | +55.5% | +76.6% | -21.1% | +23.2% |
| 3Y | +58.2% | +124.6% | -66.4% | +5.5% |
| 5Y | -2.8% | -42.7% | +39.9% | +8.6% |
| All | +29.2% | -34.7% | +63.8% | +34.9% |
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