+46.2%
MSFT vs ILMN
+118.2%
-72.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.3% | -2.9% | +1.6% | -1.0% |
| 30D | -1.8% | -23.8% | +22.0% | +0.2% |
| 3M | +5.6% | +7.5% | -1.8% | +4.5% |
| 6M | +29.8% | +42.8% | -13.0% | +25.5% |
| YTD | +9.0% | +57.8% | -48.8% | +4.3% |
| 1Y | +4.9% | +72.6% | -67.7% | -0.3% |
| 3Y | +46.2% | +129.3% | -83.1% | +40.0% |
| All | +46.2% | +118.2% | -72.0% | +40.0% |
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