+1,045.4%
ILMN vs M
+265.2%
+780.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 3M | +29.8% | +0.9% | +29.0% | +29.0% |
| 6M | +69.2% | +22.3% | +46.9% | +60.2% |
| YTD | +66.4% | +6.5% | +59.9% | +61.4% |
| 1Y | +123.4% | +38.8% | +84.6% | +102.9% |
| 3Y | +33.2% | +115.9% | -82.7% | +4.7% |
| 5Y | -52.0% | +28.6% | -80.6% | -59.9% |
| 10Y | +33.6% | -2.5% | +36.1% | -1.9% |
| All | +1,045.4% | +265.2% | +780.2% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling