+423.4%
NFLX vs ILMN
+61.7%
+361.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.1% |
| 7D | +2.6% | -2.6% | +5.1% | +3.0% |
| 30D | -9.0% | -20.6% | +11.6% | -4.3% |
| 3M | -13.7% | +17.5% | -31.2% | -20.0% |
| 6M | -26.9% | +55.6% | -82.5% | -38.0% |
| YTD | -31.8% | +68.3% | -100.1% | -44.3% |
| 1Y | -42.1% | +81.1% | -123.2% | -53.8% |
| 3Y | +47.0% | +112.2% | -65.2% | +1.8% |
| 5Y | -2.5% | -42.6% | +40.1% | +7.8% |
| 10Y | +423.4% | +70.5% | +352.9% | +343.6% |
| All | +423.4% | +61.7% | +361.7% | +343.6% |
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 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