+25.7%
ABNB vs ILMN
-33.7%
+59.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -4.0% | +1.2% | -5.2% | -4.4% |
| 30D | +19.3% | +9.2% | +10.1% | +15.5% |
| 3M | +36.1% | +29.8% | +6.2% | +23.9% |
| 6M | +34.2% | +69.2% | -35.0% | +11.4% |
| YTD | +34.1% | +66.4% | -32.3% | +11.2% |
| 1Y | +45.1% | +123.4% | -78.3% | +6.7% |
| 3Y | +37.1% | +33.2% | +4.0% | +16.1% |
| 5Y | +15.2% | -52.0% | +67.1% | +37.7% |
| All | +25.7% | -33.7% | +59.4% | +33.9% |
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 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