+62.1%
MSTR vs ILMN
-49.5%
+111.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.1% | -5.0% |
| 7D | -8.7% | -28.3% | +19.6% | +7.8% |
| 30D | -21.4% | -24.0% | +2.5% | -9.9% |
| 3M | +31.4% | +4.1% | +27.4% | +26.5% |
| 6M | -30.8% | +49.6% | -80.4% | -45.9% |
| YTD | -14.9% | +58.6% | -73.5% | -37.5% |
| 1Y | -49.3% | +69.9% | -119.2% | -64.3% |
| 3Y | +184.8% | +82.9% | +102.0% | +67.5% |
| 5Y | +62.1% | -47.6% | +109.7% | +126.7% |
| All | +62.1% | -49.5% | +111.6% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling