+45.4%
MSFT vs ILMN
+124.5%
-79.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.2% |
| 7D | -6.2% | -6.0% | -0.2% | -5.8% |
| 30D | -3.7% | -23.0% | +19.3% | -1.8% |
| 3M | +3.6% | +10.4% | -6.8% | +2.3% |
| 6M | +26.8% | +49.4% | -22.6% | +22.2% |
| YTD | +8.4% | +62.3% | -53.9% | +3.5% |
| 1Y | +3.3% | +73.7% | -70.4% | -2.0% |
| All | +45.4% | +124.5% | -79.0% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling