+1,045.4%
ILMN vs MKC
+1,107.0%
-61.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +1.2% | -5.9% | +7.1% | +3.9% |
| 30D | +9.2% | -0.9% | +10.1% | +9.3% |
| 3M | +29.8% | +12.7% | +17.1% | +22.1% |
| 6M | +69.2% | -19.3% | +88.5% | +83.7% |
| YTD | +66.4% | -22.2% | +88.5% | +82.1% |
| 1Y | +123.4% | -23.3% | +146.7% | +145.4% |
| 3Y | +33.2% | -30.0% | +63.2% | +49.9% |
| 5Y | -52.0% | -33.8% | -18.2% | -45.7% |
| 10Y | +33.6% | +24.4% | +9.2% | +4.1% |
| All | +1,045.4% | +1,107.0% | -61.6% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling