+643.8%
AMZN vs ILMN
+56.2%
+587.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | +2.8% | +0.7% | +2.0% | +2.5% |
| 30D | +3.4% | -22.7% | +26.2% | +10.9% |
| 3M | +0.1% | +8.6% | -8.6% | -5.1% |
| 6M | +0.6% | +43.8% | -43.2% | -13.8% |
| YTD | +15.9% | +59.8% | -43.9% | -5.3% |
| 1Y | +9.5% | +71.8% | -62.3% | -12.8% |
| 3Y | +86.3% | +119.0% | -32.7% | +27.1% |
| 5Y | +51.7% | -43.8% | +95.6% | +63.2% |
| All | +643.8% | +56.2% | +587.7% | +536.1% |
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