+611.0%
MS vs ILMN
+56.7%
+554.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.2% | -3.9% |
| 7D | -3.4% | -28.3% | +24.9% | +4.2% |
| 30D | -3.9% | -24.0% | +20.0% | +2.1% |
| 3M | -15.9% | +4.1% | -20.0% | -18.1% |
| 6M | -2.5% | +49.6% | -52.0% | -13.9% |
| YTD | +5.1% | +58.6% | -53.5% | -9.5% |
| 1Y | +13.0% | +69.9% | -56.9% | -4.6% |
| 3Y | +160.7% | +82.9% | +77.8% | +104.2% |
| 5Y | +114.0% | -47.6% | +161.6% | +130.5% |
| All | +611.0% | +56.7% | +554.3% | +489.1% |
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