+553.1%
MA vs ILMN
+60.6%
+492.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.0% |
| 7D | +2.3% | -9.7% | +12.0% | +4.3% |
| 30D | +14.7% | -20.4% | +35.1% | +19.3% |
| 3M | +13.5% | +10.0% | +3.5% | +9.0% |
| 6M | +33.1% | +49.5% | -16.4% | +18.5% |
| YTD | +15.1% | +62.5% | -47.4% | -0.6% |
| 1Y | +18.7% | +76.0% | -57.3% | +0.5% |
| 3Y | +72.1% | +94.2% | -22.1% | +33.5% |
| 5Y | +92.8% | -46.3% | +139.1% | +111.2% |
| All | +553.1% | +60.6% | +492.5% | +445.8% |
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