+133.7%
GOOG vs ILMN
-52.9%
+186.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.8% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | -5.1% | +12.3% | -17.3% | -7.7% |
| 3M | -7.1% | +33.5% | -40.6% | -13.6% |
| 6M | +12.7% | +69.4% | -56.7% | -1.4% |
| YTD | +7.1% | +60.9% | -53.8% | -5.6% |
| 1Y | +43.6% | +115.0% | -71.4% | +16.8% |
| 3Y | +146.8% | +37.0% | +109.8% | +118.0% |
| 5Y | +133.7% | -53.1% | +186.8% | +183.0% |
| All | +133.7% | -52.9% | +186.6% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling