+670.3%
NFLX vs ILMN
+28.5%
+641.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.9% |
| 7D | -5.0% | +1.9% | -6.9% | -5.5% |
| 30D | +3.5% | +12.3% | -8.7% | -0.2% |
| 3M | -7.1% | +33.5% | -40.7% | -15.2% |
| 6M | -22.5% | +69.4% | -91.8% | -34.7% |
| YTD | -18.1% | +60.9% | -79.0% | -30.4% |
| 1Y | -38.3% | +115.0% | -153.3% | -53.0% |
| 3Y | +73.4% | +37.0% | +36.4% | +45.1% |
| 5Y | +26.7% | -53.1% | +79.8% | +52.4% |
| 10Y | +670.3% | +27.6% | +642.7% | +536.2% |
| All | +670.3% | +28.5% | +641.9% | +536.2% |
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