+898.4%
MCHP vs ILMN
+1,401.8%
-503.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +1.7% | +1.2% | +0.5% | +1.4% |
| 30D | -4.1% | +9.2% | -13.3% | -6.1% |
| 3M | -22.5% | +29.8% | -52.4% | -27.1% |
| 6M | +7.3% | +69.2% | -61.9% | -5.1% |
| YTD | +18.4% | +66.4% | -48.0% | +4.7% |
| 1Y | +18.1% | +123.4% | -105.3% | -2.9% |
| 3Y | -2.8% | +33.2% | -36.0% | -12.2% |
| 5Y | +5.5% | -52.0% | +57.5% | +14.3% |
| 10Y | +185.8% | +33.6% | +152.2% | +151.9% |
| All | +898.4% | +1,401.8% | -503.4% | +309.6% |
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