+2,433.9%
MSFT vs ILMN
+1,331.5%
+1,102.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.2% | +4.6% | -2.4% |
| 7D | +1.1% | -28.3% | +29.4% | +5.7% |
| 30D | +1.3% | -24.0% | +25.2% | +4.9% |
| 3M | +10.2% | +4.1% | +6.1% | +8.6% |
| 6M | +30.8% | +49.6% | -18.8% | +22.1% |
| YTD | +11.5% | +58.6% | -47.1% | +2.7% |
| 1Y | +6.5% | +69.9% | -63.3% | -3.0% |
| 3Y | +55.5% | +82.9% | -27.4% | +35.8% |
| 5Y | +66.2% | -47.6% | +113.8% | +70.6% |
| 10Y | +928.0% | +58.8% | +869.2% | +807.1% |
| All | +2,433.9% | +1,331.5% | +1,102.4% | +1,221.9% |
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 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