-42.3%
MSTR vs ILMN
+92.1%
-134.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +10.0% | +6.4% |
| 7D | -1.8% | -21.6% | +19.8% | +4.6% |
| 30D | -13.3% | -22.9% | +9.6% | -7.6% |
| 3M | +46.0% | +11.6% | +34.4% | +42.7% |
| 6M | -22.4% | +62.5% | -85.0% | -24.6% |
| YTD | -6.2% | +72.7% | -78.9% | -15.6% |
| 1Y | -42.3% | +93.9% | -136.1% | -54.0% |
| All | -42.3% | +92.1% | -134.4% | -54.0% |
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 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