+521.9%
MSTR vs ILMN
+59.3%
+462.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | -14.2% | -6.0% | -8.2% | -11.7% |
| 30D | -19.9% | -23.0% | +3.2% | -10.3% |
| 3M | +27.3% | +10.4% | +16.9% | +20.4% |
| 6M | -37.6% | +49.4% | -87.0% | -49.3% |
| YTD | -19.5% | +62.3% | -81.8% | -38.5% |
| 1Y | -47.1% | +73.7% | -120.8% | -61.0% |
| 3Y | +140.3% | +122.5% | +17.8% | +44.4% |
| 5Y | +49.5% | -43.2% | +92.7% | +72.5% |
| 10Y | +521.9% | +59.0% | +462.9% | +471.7% |
| All | +521.9% | +59.3% | +462.6% | +471.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling