+13,507.3%
GOOGL vs ILMN
+8,528.1%
+4,979.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | -2.3% | +1.2% | -3.5% | -2.5% |
| 30D | -6.6% | +9.2% | -15.7% | -8.4% |
| 3M | -8.9% | +29.8% | -38.8% | -14.3% |
| 6M | +11.9% | +69.2% | -57.3% | -0.6% |
| YTD | +8.3% | +66.4% | -58.0% | -3.8% |
| 1Y | +46.2% | +123.4% | -77.2% | +20.8% |
| 3Y | +151.9% | +33.2% | +118.7% | +124.6% |
| 5Y | +137.7% | -52.0% | +189.7% | +154.5% |
| 10Y | +757.6% | +33.6% | +723.9% | +632.3% |
| All | +13,507.3% | +8,528.1% | +4,979.2% | +6,118.7% |
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