+4,609.2%
MU vs ILMN
+59.3%
+4,549.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.9% | +12.8% | +12.2% |
| 7D | +2.0% | -6.0% | +8.0% | +5.0% |
| 30D | -18.0% | -23.0% | +5.1% | -9.2% |
| 3M | -6.6% | +10.4% | -17.0% | -11.2% |
| 6M | +2.0% | +49.4% | -47.4% | -13.6% |
| YTD | +184.5% | +62.3% | +122.1% | +130.7% |
| 1Y | +236.9% | +73.7% | +163.2% | +166.7% |
| 3Y | +987.0% | +122.5% | +864.4% | +631.1% |
| 5Y | +1,014.6% | -43.2% | +1,057.8% | +1,136.2% |
| 10Y | +4,609.2% | +59.0% | +4,550.3% | +3,619.0% |
| All | +4,609.2% | +59.3% | +4,549.9% | +3,619.0% |
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