+9.7%
AMZN vs ILMN
+127.6%
-118.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.2% |
| 30D | -5.2% | +9.2% | -14.4% | -7.2% |
| 3M | +1.9% | +29.8% | -28.0% | -4.7% |
| 6M | +19.2% | +69.2% | -50.0% | +4.3% |
| YTD | +12.0% | +66.4% | -54.4% | -2.3% |
| 1Y | +9.7% | +123.4% | -113.7% | -12.8% |
| All | +9.7% | +127.6% | -118.0% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling