+554.5%
MSTR vs ILMN
+61.7%
+492.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -4.2% |
| 7D | -4.0% | -2.6% | -1.4% | -3.0% |
| 30D | -18.6% | -20.6% | +2.0% | -10.2% |
| 3M | +25.6% | +17.5% | +8.1% | +15.4% |
| 6M | -33.1% | +55.6% | -88.7% | -46.6% |
| YTD | -17.3% | +68.3% | -85.7% | -37.9% |
| 1Y | -48.1% | +81.1% | -129.2% | -62.4% |
| 3Y | +154.2% | +112.2% | +42.0% | +56.4% |
| 5Y | +46.2% | -42.6% | +88.8% | +67.4% |
| 10Y | +554.5% | +70.5% | +484.0% | +490.7% |
| All | +554.5% | +61.7% | +492.8% | +490.7% |
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