+622.2%
GOOGL vs ILMN
+61.7%
+560.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.3% |
| 7D | +3.3% | -2.6% | +5.8% | +3.8% |
| 30D | -18.1% | -20.6% | +2.6% | -13.8% |
| 3M | -18.6% | +17.5% | -36.1% | -23.6% |
| 6M | -28.0% | +55.6% | -83.6% | -38.0% |
| YTD | -7.8% | +68.3% | -76.1% | -22.9% |
| 1Y | +3.6% | +81.1% | -77.5% | -15.2% |
| 3Y | +123.4% | +112.2% | +11.2% | +63.0% |
| 5Y | +95.3% | -42.6% | +137.9% | +109.3% |
| 10Y | +622.2% | +70.5% | +551.7% | +486.0% |
| All | +622.2% | +61.7% | +560.5% | +486.0% |
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 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