-51.4%
ILMN vs M
+27.3%
-78.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.2% |
| 7D | +1.2% | +4.7% | -3.5% | +0.1% |
| 30D | +9.2% | -9.6% | +18.8% | +11.9% |
| 3M | +29.8% | +0.9% | +29.0% | +28.8% |
| 6M | +69.2% | +22.3% | +46.9% | +59.5% |
| YTD | +66.4% | +6.5% | +59.9% | +60.9% |
| 1Y | +123.4% | +38.8% | +84.6% | +100.8% |
| 3Y | +33.2% | +115.9% | -82.7% | +1.6% |
| All | -51.4% | +27.3% | -78.7% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling