+70.5%
ILMN vs M
+3.7%
+66.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +2.4% |
| 7D | -2.6% | +2.5% | -5.1% | -3.0% |
| 30D | -20.6% | +10.1% | -30.7% | -21.9% |
| 3M | +17.5% | -0.9% | +18.4% | +17.3% |
| 6M | +55.6% | +30.2% | +25.4% | +48.4% |
| YTD | +68.3% | +16.3% | +52.0% | +62.5% |
| 1Y | +81.1% | +27.0% | +54.2% | +72.3% |
| 3Y | +112.2% | +154.5% | -42.3% | +78.7% |
| 5Y | -42.6% | -1.1% | -41.5% | -47.5% |
| 10Y | +70.5% | +0.5% | +70.0% | +46.0% |
| All | +70.5% | +3.7% | +66.8% | +46.0% |
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