+64.1%
MSFT vs ILMN
-46.1%
+110.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | +1.7% | -9.7% | +11.4% | +3.3% |
| 30D | +0.2% | -20.4% | +20.6% | +3.5% |
| 3M | +6.4% | +10.0% | -3.7% | +3.4% |
| 6M | +28.7% | +49.5% | -20.8% | +18.4% |
| YTD | +10.4% | +62.5% | -52.1% | -0.6% |
| 1Y | +7.6% | +76.0% | -68.4% | -4.6% |
| 3Y | +52.3% | +94.2% | -41.9% | +25.4% |
| All | +64.1% | -46.1% | +110.2% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling