+37.0%
ILMN vs ROKU
+86.5%
-49.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +12.3% | +1.5% | +10.8% | +11.8% |
| 3M | +33.5% | +25.7% | +7.8% | +24.9% |
| 6M | +69.4% | +54.5% | +14.9% | +49.2% |
| YTD | +60.9% | +43.2% | +17.7% | +44.1% |
| 1Y | +115.0% | +56.3% | +58.7% | +88.0% |
| 3Y | +37.0% | +86.1% | -49.1% | +16.8% |
| All | +37.0% | +86.5% | -49.5% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling