+6,028.8%
MU vs ILMN
+33.5%
+5,995.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.7% |
| 7D | +9.0% | +1.2% | +7.8% | +8.4% |
| 30D | +13.8% | +9.2% | +4.6% | +9.6% |
| 3M | +2.1% | +29.8% | -27.8% | -7.9% |
| 6M | +153.8% | +69.2% | +84.6% | +107.2% |
| YTD | +256.4% | +66.4% | +190.0% | +190.2% |
| 1Y | +719.8% | +123.4% | +596.4% | +489.9% |
| 3Y | +1,360.4% | +33.2% | +1,327.2% | +1,114.5% |
| 5Y | +1,312.4% | -52.0% | +1,364.4% | +1,585.4% |
| All | +6,028.8% | +33.5% | +5,995.3% | +4,628.1% |
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