+93.9%
ILMN vs MKC
-18.2%
+112.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.4% | -10.3% | -4.1% |
| 7D | -21.6% | +9.6% | -31.2% | -20.6% |
| 30D | -22.9% | +12.0% | -34.9% | -21.9% |
| 3M | +11.6% | -2.0% | +13.6% | +12.3% |
| 6M | +62.5% | +7.2% | +55.3% | +64.1% |
| YTD | +72.7% | -23.7% | +96.5% | +77.5% |
| 1Y | +93.9% | -18.3% | +112.2% | +96.2% |
| All | +93.9% | -18.2% | +112.1% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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