+379.6%
META vs ILMN
+33.5%
+346.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.5% |
| 7D | +6.7% | +1.2% | +5.5% | +6.3% |
| 30D | +4.8% | +9.2% | -4.4% | +1.8% |
| 3M | -1.6% | +29.8% | -31.5% | -9.8% |
| 6M | -7.5% | +69.2% | -76.7% | -22.1% |
| YTD | -6.4% | +66.4% | -72.8% | -21.4% |
| 1Y | -17.3% | +123.4% | -140.7% | -38.1% |
| 3Y | +109.9% | +33.2% | +76.8% | +77.5% |
| 5Y | +65.4% | -52.0% | +117.3% | +95.0% |
| All | +379.6% | +33.5% | +346.1% | +301.5% |
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