-49.3%
MSTR vs ILMN
+74.7%
-124.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.8% |
| 7D | -10.7% | -9.8% | -1.0% | -8.2% |
| 30D | -21.6% | -22.7% | +1.2% | -16.1% |
| 3M | +24.4% | +12.1% | +12.3% | +23.7% |
| 6M | -35.5% | +51.5% | -86.9% | -35.4% |
| YTD | -20.3% | +63.9% | -84.2% | -26.0% |
| 1Y | -49.3% | +76.6% | -125.9% | -55.7% |
| All | -49.3% | +74.7% | -124.0% | -55.7% |
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