+822.0%
MU vs ILMN
-49.5%
+871.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -8.2% | -9.3% | -14.6% |
| 7D | -29.7% | -28.3% | -1.5% | -21.5% |
| 30D | -37.2% | -24.0% | -13.3% | -31.2% |
| 3M | -26.5% | +4.1% | -30.6% | -28.1% |
| 6M | +2.6% | +49.6% | -47.0% | -10.8% |
| YTD | +130.1% | +58.6% | +71.6% | +94.6% |
| 1Y | +176.7% | +69.9% | +106.8% | +129.1% |
| 3Y | +813.1% | +82.9% | +730.2% | +596.8% |
| 5Y | +822.0% | -47.6% | +869.6% | +955.6% |
| All | +822.0% | -49.5% | +871.4% | +955.6% |
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