+129.3%
ILMN vs M
+158.0%
-28.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -2.9% | +7.0% | -9.9% | -4.4% |
| 30D | -23.8% | +8.9% | -32.7% | -25.5% |
| 3M | +7.5% | +4.5% | +3.0% | +5.9% |
| 6M | +42.8% | +36.2% | +6.6% | +30.7% |
| YTD | +57.8% | +15.1% | +42.7% | +49.2% |
| 1Y | +72.6% | +27.4% | +45.2% | +58.3% |
| 3Y | +129.3% | +160.1% | -30.8% | +65.5% |
| All | +129.3% | +158.0% | -28.6% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling