+616.9%
GOOGL vs ILMN
+60.6%
+556.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.1% |
| 7D | +1.8% | -9.7% | +11.5% | +4.3% |
| 30D | -18.8% | -20.4% | +1.7% | -14.6% |
| 3M | -20.3% | +10.0% | -30.4% | -23.9% |
| 6M | -28.4% | +49.5% | -77.8% | -37.7% |
| YTD | -8.8% | +62.5% | -71.3% | -23.1% |
| 1Y | +0.3% | +76.0% | -75.7% | -17.4% |
| 3Y | +120.7% | +94.2% | +26.6% | +65.4% |
| 5Y | +93.1% | -46.3% | +139.5% | +111.2% |
| All | +616.9% | +60.6% | +556.3% | +490.2% |
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 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