+11,349.2%
GOOGL vs ILMN
+8,326.8%
+3,022.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.3% |
| 7D | +1.8% | -9.7% | +11.5% | +3.7% |
| 30D | -18.8% | -20.4% | +1.7% | -15.5% |
| 3M | -20.3% | +10.0% | -30.4% | -23.0% |
| 6M | -28.4% | +49.5% | -77.8% | -35.4% |
| YTD | -8.8% | +62.5% | -71.3% | -19.6% |
| 1Y | +0.3% | +76.0% | -75.7% | -13.1% |
| 3Y | +120.7% | +94.2% | +26.6% | +79.8% |
| 5Y | +93.1% | -46.3% | +139.5% | +100.0% |
| 10Y | +636.1% | +62.7% | +573.4% | +506.4% |
| All | +11,349.2% | +8,326.8% | +3,022.3% | +5,098.3% |
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