+404.3%
META vs ILMN
+60.6%
+343.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.1% |
| 7D | -0.8% | -9.7% | +8.9% | +2.1% |
| 30D | -15.4% | -20.4% | +5.0% | -10.4% |
| 3M | +3.5% | +10.0% | -6.5% | -1.3% |
| 6M | -0.3% | +49.5% | -49.8% | -14.2% |
| YTD | -7.3% | +62.5% | -69.8% | -23.3% |
| 1Y | -1.1% | +76.0% | -77.1% | -20.3% |
| 3Y | +95.1% | +94.2% | +0.9% | +39.6% |
| 5Y | +80.6% | -46.3% | +126.9% | +104.1% |
| All | +404.3% | +60.6% | +343.7% | +311.1% |
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