+920.4%
MSFT vs ILMN
+61.7%
+858.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.8% | +1.9% |
| 7D | +7.5% | -2.6% | +10.1% | +8.0% |
| 30D | +1.9% | -20.6% | +22.5% | +7.0% |
| 3M | +9.2% | +17.5% | -8.2% | +3.0% |
| 6M | +31.9% | +55.6% | -23.7% | +15.1% |
| YTD | +13.4% | +68.3% | -54.9% | -4.0% |
| 1Y | +10.6% | +81.1% | -70.5% | -8.4% |
| 3Y | +54.7% | +112.2% | -57.5% | +13.5% |
| 5Y | +69.1% | -42.6% | +111.7% | +85.3% |
| 10Y | +920.4% | +70.5% | +849.9% | +764.3% |
| All | +920.4% | +61.7% | +858.7% | +764.3% |
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