-53.1%
ILMN vs MKC
-33.2%
-19.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | +1.9% | -4.3% | +6.2% | +3.1% |
| 30D | +12.3% | -2.0% | +14.3% | +12.7% |
| 3M | +33.5% | +10.0% | +23.5% | +29.3% |
| 6M | +69.4% | -18.5% | +87.9% | +79.7% |
| YTD | +60.9% | -22.4% | +83.3% | +72.8% |
| 1Y | +115.0% | -23.6% | +138.6% | +131.7% |
| 3Y | +37.0% | -30.4% | +67.5% | +50.0% |
| 5Y | -53.1% | -34.2% | -18.9% | -46.8% |
| All | -53.1% | -33.2% | -19.9% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling