-17.3%
MCHP vs ILMN
-43.3%
+26.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.2% |
| 7D | -19.2% | -2.6% | -16.6% | -18.3% |
| 30D | -18.6% | -20.6% | +2.0% | -12.6% |
| 3M | -26.9% | +17.5% | -44.4% | -32.0% |
| 6M | -37.2% | +55.6% | -92.9% | -47.5% |
| YTD | -1.8% | +68.3% | -70.2% | -21.1% |
| 1Y | +12.1% | +81.1% | -69.0% | -12.3% |
| 3Y | -10.0% | +112.2% | -122.2% | -37.7% |
| 5Y | -17.3% | -42.6% | +25.3% | -8.2% |
| All | -17.3% | -43.3% | +26.1% | -8.2% |
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