+22.5%
MA vs ILMN
+92.1%
-69.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.8% | +4.0% |
| 7D | +10.2% | -21.6% | +31.8% | +11.0% |
| 30D | +19.3% | -22.9% | +42.2% | +20.2% |
| 3M | +18.0% | +11.6% | +6.4% | +16.7% |
| 6M | +33.7% | +62.5% | -28.8% | +30.2% |
| YTD | +18.6% | +72.7% | -54.1% | +14.0% |
| 1Y | +22.5% | +93.9% | -71.4% | +14.3% |
| All | +22.5% | +92.1% | -69.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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