+62.8%
META vs ILMN
-51.8%
+114.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.4% |
| 7D | +6.7% | +1.2% | +5.5% | +6.4% |
| 30D | +4.8% | +9.2% | -4.4% | +2.2% |
| 3M | -1.6% | +29.8% | -31.5% | -8.8% |
| 6M | -7.5% | +69.2% | -76.7% | -20.3% |
| YTD | -6.4% | +66.4% | -72.8% | -19.6% |
| 1Y | -17.3% | +123.4% | -140.7% | -35.9% |
| 3Y | +109.9% | +33.2% | +76.8% | +85.2% |
| All | +62.8% | -51.8% | +114.6% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling