+12.7%
ILMN vs ROKU
+884.7%
-872.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | +9.2% | +5.9% | +3.3% | +7.9% |
| 3M | +29.8% | +23.9% | +6.0% | +23.9% |
| 6M | +69.2% | +59.6% | +9.6% | +53.5% |
| YTD | +66.4% | +43.4% | +23.0% | +53.6% |
| 1Y | +123.4% | +60.2% | +63.2% | +102.0% |
| 3Y | +33.2% | +90.4% | -57.2% | +11.1% |
| 5Y | -52.0% | -54.5% | +2.6% | -54.5% |
| All | +12.7% | +884.7% | -872.0% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling