+555.5%
AMZN vs ILMN
+28.5%
+527.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.4% |
| 7D | +0.8% | +1.9% | -1.1% | +0.2% |
| 30D | -6.4% | +12.3% | -18.7% | -10.1% |
| 3M | +4.8% | +33.5% | -28.8% | -5.4% |
| 6M | +20.5% | +69.4% | -48.8% | 0.0% |
| YTD | +11.3% | +60.9% | -49.6% | -6.7% |
| 1Y | +9.0% | +115.0% | -106.0% | -18.1% |
| 3Y | +85.9% | +37.0% | +48.9% | +54.9% |
| 5Y | +45.8% | -53.1% | +98.9% | +68.3% |
| 10Y | +555.5% | +27.6% | +527.9% | +461.2% |
| All | +555.5% | +28.5% | +527.0% | +461.2% |
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