+1,045.4%
ILMN vs MCO
+5,839.6%
-4,794.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.6% |
| 7D | +1.2% | -4.2% | +5.4% | +3.3% |
| 30D | +9.2% | +2.2% | +7.0% | +8.1% |
| 3M | +29.8% | +10.1% | +19.7% | +23.6% |
| 6M | +69.2% | +5.3% | +63.9% | +64.1% |
| YTD | +66.4% | -2.7% | +69.1% | +66.6% |
| 1Y | +123.4% | -0.4% | +123.8% | +120.4% |
| 3Y | +33.2% | +49.0% | -15.9% | +8.4% |
| 5Y | -52.0% | +33.6% | -85.6% | -58.7% |
| 10Y | +33.6% | +395.3% | -361.7% | -35.0% |
| All | +1,045.4% | +5,839.6% | -4,794.3% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling