+991.7%
ILMN vs M
+286.5%
+705.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.9% | -2.3% | -6.8% |
| 7D | -28.3% | -2.1% | -26.1% | -27.9% |
| 30D | -24.0% | +7.7% | -31.7% | -25.4% |
| 3M | +4.1% | -4.4% | +8.4% | +4.7% |
| 6M | +49.6% | +27.5% | +22.1% | +39.8% |
| YTD | +58.6% | +12.8% | +45.8% | +51.3% |
| 1Y | +69.9% | +20.7% | +49.2% | +59.2% |
| 3Y | +82.9% | +111.3% | -28.4% | +44.1% |
| 5Y | -47.6% | -6.3% | -41.3% | -52.7% |
| 10Y | +58.8% | +1.5% | +57.3% | +15.4% |
| All | +991.7% | +286.5% | +705.2% | +259.9% |
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