+20.6%
ABNB vs ILMN
-35.8%
+56.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.0% |
| 7D | -4.4% | +1.9% | -6.3% | -5.0% |
| 30D | -2.0% | +12.3% | -14.3% | -5.8% |
| 3M | +29.8% | +33.5% | -3.7% | +17.1% |
| 6M | +31.0% | +69.4% | -38.4% | +8.6% |
| YTD | +28.6% | +60.9% | -32.3% | +7.8% |
| 1Y | +40.1% | +115.0% | -74.9% | +4.3% |
| 3Y | +19.7% | +37.0% | -17.3% | +0.1% |
| 5Y | +6.5% | -53.1% | +59.6% | +28.4% |
| All | +20.6% | -35.8% | +56.4% | +29.8% |
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