+6.3%
TSLA vs ILMN
+113.9%
-107.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +4.5% |
| 7D | +3.4% | +1.9% | +1.5% | +3.1% |
| 30D | +12.0% | +12.3% | -0.2% | +10.1% |
| 3M | -10.0% | +33.5% | -43.5% | -14.0% |
| 6M | -7.2% | +69.4% | -76.6% | -14.5% |
| YTD | -18.1% | +60.9% | -79.1% | -24.7% |
| 1Y | +6.3% | +115.0% | -108.7% | -6.9% |
| All | +6.3% | +113.9% | -107.6% | -6.9% |
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 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