+85.6%
AMZN vs ILMN
+88.1%
-2.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | +7.9% | -9.7% | +17.6% | +9.9% |
| 30D | -0.2% | -20.4% | +20.2% | +3.7% |
| 3M | -4.8% | +10.0% | -14.8% | -8.5% |
| 6M | -5.7% | +49.5% | -55.2% | -16.3% |
| YTD | +12.3% | +62.5% | -50.2% | -3.0% |
| 1Y | +6.7% | +76.0% | -69.3% | -9.7% |
| 3Y | +85.6% | +94.2% | -8.6% | +48.6% |
| All | +85.6% | +88.1% | -2.5% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling