+3,971.9%
MU vs ILMN
+60.6%
+3,911.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.7% | +4.2% |
| 7D | -22.0% | -9.7% | -12.3% | -18.4% |
| 30D | -36.6% | -20.4% | -16.2% | -30.8% |
| 3M | -21.7% | +10.0% | -31.7% | -25.5% |
| 6M | +3.5% | +49.5% | -45.9% | -12.2% |
| YTD | +141.9% | +62.5% | +79.4% | +96.3% |
| 1Y | +189.8% | +76.0% | +113.9% | +128.4% |
| 3Y | +855.4% | +94.2% | +761.2% | +577.0% |
| 5Y | +869.2% | -46.3% | +915.5% | +1,003.0% |
| All | +3,971.9% | +60.6% | +3,911.4% | +3,210.0% |
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