+6.6%
ILMN vs ROKU
+880.6%
-873.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.5% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | +7.0% | +2.1% | +5.0% | +6.6% |
| 3M | +24.2% | +29.5% | -5.3% | +17.6% |
| 6M | +69.9% | +53.8% | +16.1% | +55.3% |
| YTD | +57.4% | +42.8% | +14.6% | +45.5% |
| 1Y | +107.9% | +60.7% | +47.2% | +87.9% |
| 3Y | +37.1% | +83.9% | -46.7% | +15.2% |
| 5Y | -53.7% | -52.8% | -0.9% | -56.3% |
| All | +6.6% | +880.6% | -873.9% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling