+13,824.2%
MA vs ILMN
+1,609.2%
+12,215.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +20.4% | +29.8% | -9.4% | +13.1% |
| 6M | +11.1% | +69.2% | -58.1% | -2.0% |
| YTD | +2.0% | +66.4% | -64.4% | -10.3% |
| 1Y | -2.2% | +123.4% | -125.6% | -20.4% |
| 3Y | +41.9% | +33.2% | +8.7% | +25.0% |
| 5Y | +75.4% | -52.0% | +127.3% | +89.1% |
| 10Y | +527.5% | +33.6% | +493.9% | +412.2% |
| All | +13,824.2% | +1,609.2% | +12,215.0% | +5,834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling