+25.2%
ABNB vs ILMN
-35.3%
+60.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | +2.7% | -6.0% | +8.7% | +4.6% |
| 30D | +10.8% | -23.0% | +33.8% | +18.1% |
| 3M | -2.1% | +10.4% | -12.5% | -7.7% |
| 6M | +32.2% | +49.4% | -17.3% | +11.9% |
| YTD | +33.5% | +62.3% | -28.9% | +8.8% |
| 1Y | +47.8% | +73.7% | -25.9% | +17.8% |
| 3Y | +53.3% | +122.5% | -69.2% | +2.6% |
| 5Y | -5.5% | -43.2% | +37.7% | +5.8% |
| All | +25.2% | -35.3% | +60.4% | +31.1% |
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