+34.5%
BABA vs ILMN
+83.5%
-49.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.2% | +10.8% | +3.4% |
| 7D | +8.6% | -28.3% | +36.9% | +11.8% |
| 30D | -1.1% | -24.0% | +22.9% | +1.2% |
| 3M | -15.9% | +4.1% | -20.0% | -16.9% |
| 6M | -17.5% | +49.6% | -67.1% | -22.4% |
| YTD | -25.6% | +58.6% | -84.2% | -30.8% |
| 1Y | -33.8% | +69.9% | -103.7% | -39.1% |
| All | +34.5% | +83.5% | -49.0% | +17.4% |
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 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