-45.5%
ILMN vs M
-11.5%
-34.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +3.6% |
| 7D | -9.7% | -4.3% | -5.4% | -8.9% |
| 30D | -20.4% | +1.3% | -21.7% | -20.9% |
| 3M | +10.0% | -7.4% | +17.4% | +11.6% |
| 6M | +49.5% | +18.3% | +31.1% | +41.2% |
| YTD | +62.5% | +7.6% | +54.9% | +55.8% |
| 1Y | +76.0% | +17.4% | +58.6% | +64.3% |
| 3Y | +94.2% | +108.4% | -14.2% | +46.0% |
| All | -45.5% | -11.5% | -34.1% | -53.2% |
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