+736.3%
MCHP vs ILMN
+1,365.4%
-629.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.2% |
| 7D | -17.5% | -6.0% | -11.5% | -16.3% |
| 30D | -15.8% | -23.0% | +7.2% | -11.2% |
| 3M | -22.9% | +10.4% | -33.3% | -25.1% |
| 6M | -36.6% | +49.4% | -86.0% | -42.6% |
| YTD | -0.8% | +62.3% | -63.2% | -12.4% |
| 1Y | +16.5% | +73.7% | -57.1% | +1.5% |
| 3Y | -13.6% | +122.5% | -136.1% | -30.0% |
| 5Y | -17.0% | -43.2% | +26.2% | -13.5% |
| 10Y | +137.7% | +59.0% | +78.7% | +103.8% |
| All | +736.3% | +1,365.4% | -629.1% | +242.7% |
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 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