+8.6%
MSFT vs ILMN
+79.5%
-70.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.8% | +2.4% |
| 7D | +7.5% | -2.6% | +10.1% | +7.6% |
| 30D | +1.9% | -20.6% | +22.5% | +3.5% |
| 3M | +9.2% | +17.5% | -8.2% | +7.3% |
| 6M | +31.9% | +55.6% | -23.7% | +27.6% |
| YTD | +13.4% | +68.3% | -54.9% | +9.3% |
| All | +8.6% | +79.5% | -70.9% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling