+2,262.6%
MSFT vs ILMN
+1,401.8%
+860.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.8% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | +2.7% | +9.2% | -6.5% | +1.2% |
| 3M | +17.0% | +29.8% | -12.9% | +12.3% |
| 6M | +23.8% | +69.2% | -45.4% | +14.1% |
| YTD | +4.0% | +66.4% | -62.4% | -4.3% |
| 1Y | -0.8% | +123.4% | -124.2% | -13.3% |
| 3Y | +55.6% | +33.2% | +22.4% | +43.3% |
| 5Y | +72.9% | -52.0% | +124.9% | +80.8% |
| 10Y | +875.8% | +33.6% | +842.2% | +779.2% |
| All | +2,262.6% | +1,401.8% | +860.8% | +1,132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling