-52.8%
ILMN vs ROKU
-53.6%
+0.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.7% |
| 6M | +69.4% | +54.5% | +14.9% | +49.3% |
| YTD | +60.9% | +43.2% | +17.7% | +44.2% |
| 1Y | +115.0% | +56.3% | +58.7% | +88.2% |
| 3Y | +37.0% | +86.1% | -49.1% | +6.5% |
| All | -52.8% | -53.6% | +0.8% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling