+93.7%
MA vs ILMN
-49.5%
+143.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.2% | +5.7% | -1.4% |
| 7D | +3.2% | -28.3% | +31.5% | +7.6% |
| 30D | +15.9% | -24.0% | +39.9% | +19.7% |
| 3M | +15.2% | +4.1% | +11.1% | +13.0% |
| 6M | +32.4% | +49.6% | -17.2% | +22.5% |
| YTD | +15.6% | +58.6% | -43.0% | +5.3% |
| 1Y | +19.3% | +69.9% | -50.6% | +7.4% |
| 3Y | +73.0% | +82.9% | -9.9% | +47.1% |
| 5Y | +93.7% | -47.6% | +141.4% | +99.1% |
| All | +93.7% | -49.5% | +143.2% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling