+727.8%
MCHP vs ILMN
+1,419.4%
-691.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.6% |
| 7D | -19.2% | -2.6% | -16.6% | -18.6% |
| 30D | -18.6% | -20.6% | +2.0% | -14.6% |
| 3M | -26.9% | +17.5% | -44.4% | -30.0% |
| 6M | -37.2% | +55.6% | -92.9% | -43.7% |
| YTD | -1.8% | +68.3% | -70.2% | -13.9% |
| 1Y | +12.1% | +81.1% | -69.0% | -3.2% |
| 3Y | -10.0% | +112.2% | -122.2% | -26.5% |
| 5Y | -17.3% | -42.6% | +25.3% | -14.0% |
| 10Y | +131.0% | +70.5% | +60.5% | +95.3% |
| All | +727.8% | +1,419.4% | -691.6% | +236.6% |
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