-8.5%
NFLX vs ILMN
-44.7%
+36.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | -2.0% | -2.9% | +0.9% | -1.4% |
| 30D | -11.9% | -23.8% | +11.9% | -7.5% |
| 3M | -20.6% | +7.5% | -28.0% | -23.9% |
| 6M | -29.0% | +42.8% | -71.8% | -37.0% |
| YTD | -33.7% | +57.8% | -91.5% | -43.2% |
| 1Y | -46.2% | +72.6% | -118.8% | -55.0% |
| 3Y | +39.8% | +129.3% | -89.6% | -3.0% |
| All | -8.5% | -44.7% | +36.1% | +13.6% |
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