+1,058.8%
ILMN vs MKC
+1,021.5%
+37.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | -2.6% | -1.9% | -0.6% | -2.1% |
| 30D | -20.6% | +8.0% | -28.6% | -24.0% |
| 3M | +17.5% | -8.6% | +26.1% | +20.5% |
| 6M | +55.6% | +1.1% | +54.6% | +51.6% |
| YTD | +68.3% | -27.7% | +96.0% | +88.1% |
| 1Y | +81.1% | -23.7% | +104.8% | +97.0% |
| 3Y | +112.2% | -19.4% | +131.6% | +120.3% |
| 5Y | -42.6% | -33.3% | -9.3% | -36.3% |
| 10Y | +70.5% | +24.0% | +46.5% | +30.5% |
| All | +1,058.8% | +1,021.5% | +37.3% | +308.4% |
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