+40.7%
ILMN vs M
+117.7%
-77.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.2% |
| 7D | +1.2% | +4.7% | -3.5% | 0.0% |
| 30D | +9.2% | -9.6% | +18.8% | +11.9% |
| 3M | +29.8% | +0.9% | +29.0% | +28.7% |
| 6M | +69.2% | +22.3% | +46.9% | +58.9% |
| YTD | +66.4% | +6.5% | +59.9% | +60.5% |
| 1Y | +123.4% | +38.8% | +84.6% | +98.6% |
| All | +40.7% | +117.7% | -77.0% | -6.5% |
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