+93.9%
ILMN vs ROKU
+53.8%
+40.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.2% |
| 7D | -21.6% | +4.8% | -26.3% | -22.2% |
| 30D | -22.9% | +6.1% | -29.0% | -23.6% |
| 3M | +11.6% | +10.5% | +1.1% | +9.6% |
| 6M | +62.5% | +29.2% | +33.4% | +55.2% |
| YTD | +72.7% | +50.0% | +22.7% | +57.3% |
| 1Y | +93.9% | +53.4% | +40.4% | +76.7% |
| All | +93.9% | +53.8% | +40.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling