+591.6%
AMZN vs ILMN
+61.7%
+529.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.6% | +1.8% |
| 7D | +8.7% | -2.6% | +11.2% | +9.3% |
| 30D | +1.7% | -20.6% | +22.3% | +8.1% |
| 3M | -2.8% | +17.5% | -20.2% | -10.0% |
| 6M | -2.1% | +55.6% | -57.7% | -18.2% |
| YTD | +15.6% | +68.3% | -52.7% | -6.9% |
| 1Y | +9.2% | +81.1% | -71.9% | -14.4% |
| 3Y | +89.9% | +112.2% | -22.3% | +31.5% |
| 5Y | +49.3% | -42.6% | +91.9% | +59.6% |
| 10Y | +591.6% | +70.5% | +521.2% | +483.9% |
| All | +591.6% | +61.7% | +529.9% | +483.9% |
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 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