+107.9%
ILMN vs MCO
-5.7%
+113.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.0% |
| 7D | -5.4% | -3.8% | -1.6% | -4.2% |
| 30D | +7.0% | -0.4% | +7.4% | +7.3% |
| 3M | +24.2% | +7.7% | +16.5% | +21.0% |
| 6M | +69.9% | +7.0% | +62.9% | +65.3% |
| YTD | +57.4% | -6.4% | +63.8% | +58.6% |
| 1Y | +107.9% | -7.6% | +115.5% | +105.3% |
| All | +107.9% | -5.7% | +113.6% | +105.3% |
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