+772.7%
GOOG vs ILMN
+25.5%
+747.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.3% |
| 7D | -1.6% | -3.9% | +2.3% | -0.6% |
| 30D | -7.7% | +6.9% | -14.5% | -9.5% |
| 3M | -9.3% | +28.1% | -37.4% | -15.8% |
| 6M | +7.4% | +65.0% | -57.5% | -7.2% |
| YTD | +4.9% | +56.3% | -51.4% | -8.7% |
| 1Y | +37.2% | +108.7% | -71.5% | +9.0% |
| 3Y | +141.6% | +33.1% | +108.5% | +108.7% |
| 5Y | +128.8% | -54.1% | +182.9% | +163.5% |
| 10Y | +772.7% | +27.8% | +744.9% | +633.6% |
| All | +772.7% | +25.5% | +747.3% | +633.6% |
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