+114.5%
GOOG vs ILMN
+135.0%
-20.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +2.4% | -9.8% | +12.2% | +3.7% |
| 30D | -18.1% | -22.7% | +4.6% | -15.6% |
| 3M | -19.9% | +12.1% | -31.9% | -22.0% |
| 6M | -28.2% | +51.5% | -79.6% | -33.6% |
| YTD | -9.0% | +63.9% | -72.9% | -17.4% |
| 1Y | -1.7% | +76.6% | -78.3% | -11.8% |
| 3Y | +114.5% | +124.6% | -10.0% | +86.2% |
| All | +114.5% | +135.0% | -20.4% | +86.2% |
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