+154.2%
MSTR vs ILMN
+103.6%
+50.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.8% |
| 7D | -4.0% | -2.6% | -1.4% | -3.2% |
| 30D | -18.6% | -20.6% | +2.0% | -12.3% |
| 3M | +25.6% | +17.5% | +8.1% | +18.8% |
| 6M | -33.1% | +55.6% | -88.7% | -42.4% |
| YTD | -17.3% | +68.3% | -85.7% | -31.7% |
| 1Y | -48.1% | +81.1% | -129.2% | -58.4% |
| 3Y | +154.2% | +112.2% | +42.0% | +81.2% |
| All | +154.2% | +103.6% | +50.6% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling