+123.4%
ILMN vs MCO
+0.4%
+123.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.9% |
| 7D | +1.2% | -4.2% | +5.4% | +2.6% |
| 30D | +9.2% | +2.2% | +7.0% | +8.5% |
| 3M | +29.8% | +10.1% | +19.7% | +25.4% |
| 6M | +69.2% | +5.3% | +63.9% | +65.3% |
| YTD | +66.4% | -2.7% | +69.1% | +65.7% |
| 1Y | +123.4% | -0.4% | +123.8% | +120.8% |
| All | +123.4% | +0.4% | +123.0% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling