+13,444.1%
GOOG vs ILMN
+8,528.1%
+4,916.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.7% |
| 7D | -2.1% | +1.2% | -3.4% | -2.4% |
| 30D | -6.8% | +9.2% | -16.0% | -8.7% |
| 3M | -9.1% | +29.8% | -38.9% | -14.4% |
| 6M | +10.7% | +69.2% | -58.5% | -1.7% |
| YTD | +7.1% | +66.4% | -59.3% | -5.0% |
| 1Y | +44.6% | +123.4% | -78.8% | +19.6% |
| 3Y | +147.4% | +33.2% | +114.3% | +120.7% |
| 5Y | +133.8% | -52.0% | +185.8% | +150.3% |
| 10Y | +777.5% | +33.6% | +743.9% | +649.0% |
| All | +13,444.1% | +8,528.1% | +4,916.1% | +6,087.4% |
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