-7.6%
TSLA vs ILMN
-46.1%
+38.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +3.3% |
| 7D | -10.4% | -9.7% | -0.7% | -7.0% |
| 30D | -5.2% | -20.4% | +15.2% | +1.9% |
| 3M | +12.1% | +10.0% | +2.1% | +6.0% |
| 6M | -10.2% | +49.5% | -59.6% | -25.0% |
| YTD | -20.3% | +62.5% | -82.8% | -36.7% |
| 1Y | -19.7% | +76.0% | -95.6% | -38.3% |
| 3Y | +63.4% | +94.2% | -30.8% | +11.1% |
| All | -7.6% | -46.1% | +38.6% | +20.2% |
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