+876.0%
MSFT vs ILMN
+32.2%
+843.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.7% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +2.7% | +9.2% | -6.5% | +0.2% |
| 3M | +17.0% | +29.8% | -12.9% | +8.9% |
| 6M | +23.8% | +69.2% | -45.4% | +7.4% |
| YTD | +4.0% | +66.4% | -62.4% | -10.1% |
| 1Y | -0.8% | +123.4% | -124.2% | -22.1% |
| 3Y | +55.6% | +33.2% | +22.4% | +35.5% |
| 5Y | +72.9% | -52.0% | +124.9% | +102.3% |
| All | +876.0% | +32.2% | +843.8% | +726.6% |
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