+409.0%
NFLX vs ILMN
+60.6%
+348.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.7% | -4.0% |
| 7D | +2.1% | -9.7% | +11.8% | +4.7% |
| 30D | -9.0% | -20.4% | +11.4% | -4.5% |
| 3M | -14.0% | +10.0% | -24.0% | -18.7% |
| 6M | -28.2% | +49.5% | -77.6% | -38.4% |
| YTD | -32.4% | +62.5% | -94.9% | -44.2% |
| 1Y | -42.2% | +76.0% | -118.2% | -53.6% |
| 3Y | +45.9% | +94.2% | -48.3% | +4.1% |
| 5Y | -1.8% | -46.3% | +44.5% | +10.9% |
| All | +409.0% | +60.6% | +348.4% | +331.7% |
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