+112.2%
ILMN vs MKC
-20.6%
+132.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | -2.6% | -1.9% | -0.6% | -2.4% |
| 30D | -20.6% | +8.0% | -28.6% | -22.0% |
| 3M | +17.5% | -8.6% | +26.1% | +19.0% |
| 6M | +55.6% | +1.1% | +54.6% | +53.8% |
| YTD | +68.3% | -27.7% | +96.0% | +81.9% |
| 1Y | +81.1% | -23.7% | +104.8% | +91.7% |
| 3Y | +112.2% | -19.4% | +131.6% | +101.5% |
| All | +112.2% | -20.6% | +132.7% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling