+29.0%
NFLX vs ILMN
-51.8%
+80.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.8% | -5.0% |
| 7D | -4.2% | +1.2% | -5.5% | -4.5% |
| 30D | +5.5% | +9.2% | -3.7% | +2.9% |
| 3M | -4.1% | +29.8% | -33.9% | -10.6% |
| 6M | -20.7% | +69.2% | -89.9% | -31.4% |
| YTD | -16.5% | +66.4% | -82.9% | -27.8% |
| 1Y | -37.8% | +123.4% | -161.2% | -51.1% |
| 3Y | +77.9% | +33.2% | +44.7% | +59.6% |
| All | +29.0% | -51.8% | +80.8% | +88.5% |
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