+59.7%
ILMN vs M
-3.0%
+62.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | -9.8% | +5.0% | -14.8% | -10.5% |
| 30D | -22.7% | +10.6% | -33.4% | -24.0% |
| 3M | +12.1% | +1.6% | +10.5% | +11.5% |
| 6M | +51.5% | +30.8% | +20.6% | +44.4% |
| YTD | +63.9% | +16.9% | +47.0% | +58.1% |
| 1Y | +76.6% | +26.3% | +50.3% | +68.2% |
| 3Y | +124.6% | +158.6% | -34.0% | +88.8% |
| 5Y | -42.7% | +2.1% | -44.8% | -47.7% |
| 10Y | +59.7% | -4.3% | +64.0% | +33.9% |
| All | +59.7% | -3.0% | +62.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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