+37.2%
GOOG vs ILMN
+108.3%
-71.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | -1.6% | -3.9% | +2.3% | -1.1% |
| 30D | -7.7% | +6.9% | -14.5% | -8.5% |
| 3M | -9.3% | +28.1% | -37.4% | -12.7% |
| 6M | +7.4% | +65.0% | -57.5% | -0.9% |
| YTD | +4.9% | +56.3% | -51.4% | -2.8% |
| 1Y | +37.2% | +108.7% | -71.5% | +23.5% |
| All | +37.2% | +108.3% | -71.1% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling