+521.8%
MA vs ILMN
+33.5%
+488.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +1.5% | +9.2% | -7.7% | -0.7% |
| 3M | +20.4% | +29.8% | -9.4% | +13.0% |
| 6M | +11.1% | +69.2% | -58.1% | -2.4% |
| YTD | +2.0% | +66.4% | -64.4% | -10.6% |
| 1Y | -2.2% | +123.4% | -125.6% | -21.2% |
| 3Y | +41.9% | +33.2% | +8.7% | +25.4% |
| 5Y | +75.4% | -52.0% | +127.3% | +100.5% |
| All | +521.8% | +33.5% | +488.3% | +420.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling