+41.1%
TSLA vs ILMN
-51.8%
+92.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.3% |
| 7D | +1.5% | +1.2% | +0.3% | +1.1% |
| 30D | +10.1% | +9.2% | +0.9% | +6.4% |
| 3M | -15.4% | +29.8% | -45.2% | -23.9% |
| 6M | -12.8% | +69.2% | -82.0% | -29.6% |
| YTD | -21.3% | +66.4% | -87.6% | -36.9% |
| 1Y | +4.6% | +123.4% | -118.8% | -27.2% |
| 3Y | +44.5% | +33.2% | +11.4% | +18.8% |
| All | +41.1% | -51.8% | +92.9% | +94.7% |
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