+123.4%
ILMN vs MOD
+45.0%
+78.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.9% |
| 7D | +1.2% | +9.6% | -8.4% | +0.5% |
| 30D | +9.2% | 0.0% | +9.2% | +9.1% |
| 3M | +29.8% | -35.4% | +65.2% | +33.6% |
| 6M | +69.2% | -7.3% | +76.5% | +67.2% |
| YTD | +66.4% | +45.8% | +20.6% | +55.4% |
| 1Y | +123.4% | +43.1% | +80.3% | +108.1% |
| All | +123.4% | +45.0% | +78.4% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling