+22.3%
BABA vs ILMN
+19.4%
+2.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.2% | +10.8% | +4.7% |
| 7D | +8.6% | -28.3% | +36.9% | +17.3% |
| 30D | -1.1% | -24.0% | +22.9% | +5.1% |
| 3M | -15.9% | +4.1% | -20.0% | -18.6% |
| 6M | -17.5% | +49.6% | -67.1% | -28.5% |
| YTD | -25.6% | +58.6% | -84.2% | -37.1% |
| 1Y | -33.8% | +69.9% | -103.7% | -45.3% |
| 3Y | +34.6% | +82.9% | -48.3% | +2.1% |
| 5Y | -27.7% | -47.6% | +20.0% | -21.2% |
| 10Y | +17.7% | +58.8% | -41.1% | -7.9% |
| All | +22.3% | +19.4% | +2.9% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling