+101.1%
GOOGL vs ILMN
-44.7%
+145.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +3.9% | -2.9% | +6.7% | +4.5% |
| 30D | -14.9% | -23.8% | +8.9% | -10.6% |
| 3M | -14.6% | +7.5% | -22.0% | -17.3% |
| 6M | -26.4% | +42.8% | -69.2% | -33.8% |
| YTD | -5.3% | +57.8% | -63.2% | -17.4% |
| 1Y | +6.5% | +72.6% | -66.2% | -9.0% |
| 3Y | +126.0% | +129.3% | -3.3% | +68.5% |
| All | +101.1% | -44.7% | +145.8% | +119.9% |
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