+52,899.3%
NFLX vs ILMN
+7,130.9%
+45,768.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.7% | -3.8% |
| 7D | +2.1% | -9.7% | +11.8% | +4.0% |
| 30D | -9.0% | -20.4% | +11.4% | -5.7% |
| 3M | -14.0% | +10.0% | -24.0% | -17.0% |
| 6M | -28.2% | +49.5% | -77.6% | -35.1% |
| YTD | -32.4% | +62.5% | -94.9% | -40.3% |
| 1Y | -42.2% | +76.0% | -118.2% | -49.9% |
| 3Y | +45.9% | +94.2% | -48.3% | +18.4% |
| 5Y | -1.8% | -46.3% | +44.5% | +2.0% |
| 10Y | +419.6% | +62.7% | +356.9% | +334.1% |
| All | +52,899.3% | +7,130.9% | +45,768.4% | +20,288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling