+922.9%
MSFT vs ILMN
+64.4%
+858.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.5% |
| 7D | +2.3% | -9.8% | +12.1% | +4.8% |
| 30D | -0.4% | -22.7% | +22.4% | +5.4% |
| 3M | +5.6% | +12.1% | -6.5% | +0.7% |
| 6M | +29.0% | +51.5% | -22.5% | +13.3% |
| YTD | +10.9% | +63.9% | -52.9% | -5.6% |
| 1Y | +6.2% | +76.6% | -70.3% | -11.5% |
| 3Y | +47.6% | +124.6% | -77.0% | +6.1% |
| 5Y | +67.9% | -42.7% | +110.6% | +83.7% |
| 10Y | +922.9% | +59.7% | +863.2% | +767.4% |
| All | +922.9% | +64.4% | +858.5% | +767.4% |
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