+576.0%
TWLO vs ILMN
+56.2%
+519.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.5% |
| 7D | +5.6% | +0.7% | +4.9% | +5.1% |
| 30D | -24.6% | -22.7% | -1.9% | -14.0% |
| 3M | -14.0% | +8.6% | -22.6% | -18.5% |
| 6M | +10.1% | +43.8% | -33.7% | -11.7% |
| YTD | +49.2% | +59.8% | -10.6% | +12.0% |
| 1Y | +65.2% | +71.8% | -6.6% | +19.1% |
| 3Y | +260.7% | +119.0% | +141.7% | +106.2% |
| 5Y | -30.2% | -43.8% | +13.6% | -15.9% |
| All | +576.0% | +56.2% | +519.9% | +514.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling