+667.7%
GOOGL vs ILMN
+59.3%
+608.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +1.6% | -6.0% | +7.6% | +3.1% |
| 30D | -16.8% | -23.0% | +6.2% | -11.7% |
| 3M | -14.6% | +10.4% | -25.0% | -18.5% |
| 6M | -24.4% | +49.4% | -73.8% | -34.2% |
| YTD | -6.1% | +62.3% | -68.4% | -20.9% |
| 1Y | +1.0% | +73.7% | -72.7% | -16.5% |
| 3Y | +123.4% | +122.5% | +0.9% | +60.2% |
| 5Y | +103.2% | -43.2% | +146.4% | +118.0% |
| 10Y | +667.7% | +59.0% | +608.8% | +526.1% |
| All | +667.7% | +59.3% | +608.4% | +526.1% |
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