+28.2%
BABA vs ILMN
+25.3%
+2.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | -4.8% | +1.2% | -6.0% | -5.1% |
| 30D | -11.9% | +9.2% | -21.1% | -14.3% |
| 3M | -9.3% | +29.8% | -39.1% | -16.4% |
| 6M | -14.2% | +69.2% | -83.5% | -27.1% |
| YTD | -22.0% | +66.4% | -88.4% | -33.8% |
| 1Y | -12.7% | +123.4% | -136.1% | -33.2% |
| 3Y | +26.7% | +33.2% | -6.5% | +8.5% |
| 5Y | -29.3% | -52.0% | +22.6% | -19.5% |
| 10Y | +21.2% | +33.6% | -12.4% | -0.6% |
| All | +28.2% | +25.3% | +2.9% | -0.7% |
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