+92.3%
MA vs ILMN
-46.1%
+138.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | +2.3% | -9.7% | +12.0% | +3.6% |
| 30D | +14.7% | -20.4% | +35.1% | +17.7% |
| 3M | +13.5% | +10.0% | +3.5% | +10.5% |
| 6M | +33.1% | +49.5% | -16.4% | +23.2% |
| YTD | +15.1% | +62.5% | -47.4% | +4.5% |
| 1Y | +18.7% | +76.0% | -57.3% | +6.3% |
| 3Y | +72.1% | +94.2% | -22.1% | +44.7% |
| All | +92.3% | -46.1% | +138.5% | +106.7% |
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