-42.6%
ILMN vs MKC
-32.8%
-9.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | -2.6% | -1.9% | -0.6% | -2.3% |
| 30D | -20.6% | +8.0% | -28.6% | -22.6% |
| 3M | +17.5% | -8.6% | +26.1% | +19.5% |
| 6M | +55.6% | +1.1% | +54.6% | +53.2% |
| YTD | +68.3% | -27.7% | +96.0% | +83.1% |
| 1Y | +81.1% | -23.7% | +104.8% | +92.9% |
| 3Y | +112.2% | -19.4% | +131.6% | +117.2% |
| 5Y | -42.6% | -33.3% | -9.3% | -26.2% |
| All | -42.6% | -32.8% | -9.8% | -26.2% |
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 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