+17.1%
BABA vs ILMN
+60.6%
-43.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.6% |
| 7D | +11.6% | -9.7% | +21.3% | +14.2% |
| 30D | +2.3% | -20.4% | +22.7% | +7.4% |
| 3M | -13.7% | +10.0% | -23.7% | -17.8% |
| 6M | -21.9% | +49.5% | -71.4% | -32.5% |
| YTD | -24.6% | +62.5% | -87.1% | -37.1% |
| 1Y | -34.1% | +76.0% | -110.1% | -46.4% |
| 3Y | +36.3% | +94.2% | -57.9% | +0.2% |
| 5Y | -26.7% | -46.3% | +19.6% | -18.7% |
| All | +17.1% | +60.6% | -43.5% | -0.4% |
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