-56.4%
MSTR vs ILMN
+127.6%
-184.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +12.2% | +1.2% | +10.9% | +11.9% |
| 30D | +45.2% | +9.2% | +36.0% | +42.5% |
| 3M | +10.4% | +29.8% | -19.5% | +5.2% |
| 6M | -2.5% | +69.2% | -71.7% | -11.6% |
| YTD | -6.0% | +66.4% | -72.4% | -16.0% |
| 1Y | -56.4% | +123.4% | -179.8% | -64.7% |
| All | -56.4% | +127.6% | -184.1% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling