+6.1%
MCHP vs ILMN
-52.9%
+59.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.1% |
| 7D | +2.8% | +1.9% | +0.9% | +2.0% |
| 30D | -12.8% | +12.3% | -25.1% | -16.5% |
| 3M | -19.2% | +33.5% | -52.8% | -27.6% |
| 6M | +14.5% | +69.4% | -54.8% | -6.6% |
| YTD | +17.1% | +60.9% | -43.8% | -3.3% |
| 1Y | +15.3% | +115.0% | -99.7% | -16.2% |
| 3Y | +0.5% | +37.0% | -36.5% | -17.9% |
| 5Y | +6.1% | -53.1% | +59.2% | +37.5% |
| All | +6.1% | -52.9% | +59.0% | +37.5% |
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