+27.1%
BABA vs ILMN
+33.7%
-6.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.4% |
| 7D | -4.8% | +1.2% | -6.0% | -4.9% |
| 30D | -11.9% | +9.2% | -21.1% | -12.9% |
| 3M | -9.3% | +29.8% | -39.1% | -12.5% |
| 6M | -14.2% | +69.2% | -83.5% | -20.6% |
| YTD | -22.0% | +66.4% | -88.4% | -27.8% |
| 1Y | -12.7% | +123.4% | -136.1% | -23.3% |
| All | +27.1% | +33.7% | -6.6% | +25.1% |
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 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