-7.7%
TSLA vs ILMN
+70.7%
-78.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +15.6% | +0.7% | +14.9% | +15.5% |
| 30D | +5.9% | -22.7% | +28.6% | +9.9% |
| 3M | +21.4% | +8.6% | +12.7% | +20.0% |
| 6M | -8.3% | +43.8% | -52.1% | -12.2% |
| YTD | -11.6% | +59.8% | -71.4% | -19.3% |
| 1Y | -7.7% | +71.8% | -79.5% | -19.3% |
| All | -7.7% | +70.7% | -78.4% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling