-54.8%
ILMN vs MCO
+26.7%
-81.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.8% |
| 7D | -9.2% | -7.3% | -1.9% | -4.3% |
| 30D | +4.4% | -1.7% | +6.1% | +5.6% |
| 3M | +23.9% | +3.9% | +20.0% | +19.6% |
| 6M | +64.5% | +3.8% | +60.7% | +58.1% |
| YTD | +53.5% | -7.9% | +61.4% | +59.5% |
| 1Y | +110.8% | -6.8% | +117.6% | +115.7% |
| 3Y | +30.7% | +40.9% | -10.3% | -8.3% |
| 5Y | -54.8% | +27.5% | -82.3% | -67.9% |
| All | -54.8% | +26.7% | -81.6% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling