+719.8%
MU vs ILMN
+127.6%
+592.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.6% |
| 7D | +9.0% | +1.2% | +7.8% | +8.4% |
| 30D | +13.8% | +9.2% | +4.6% | +10.0% |
| 3M | +2.1% | +29.8% | -27.8% | -6.4% |
| 6M | +153.8% | +69.2% | +84.6% | +116.3% |
| YTD | +256.4% | +66.4% | +190.0% | +204.0% |
| 1Y | +719.8% | +123.4% | +596.4% | +550.7% |
| All | +719.8% | +127.6% | +592.1% | +550.7% |
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