+400.1%
META vs ILMN
+56.7%
+343.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -1.5% |
| 7D | -3.1% | -28.3% | +25.2% | +6.1% |
| 30D | -18.1% | -24.0% | +5.9% | -12.0% |
| 3M | +2.9% | +4.1% | -1.2% | -0.3% |
| 6M | +0.2% | +49.6% | -49.4% | -13.8% |
| YTD | -8.1% | +58.6% | -66.7% | -23.3% |
| 1Y | -4.5% | +69.9% | -74.4% | -22.2% |
| 3Y | +94.2% | +82.9% | +11.3% | +41.9% |
| 5Y | +79.1% | -47.6% | +126.7% | +103.8% |
| All | +400.1% | +56.7% | +343.4% | +310.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling