+89.5%
ILMN vs MOD
+116.8%
-27.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.3% | -0.9% | -7.1% |
| 7D | -28.3% | -34.2% | +5.9% | -23.9% |
| 30D | -24.0% | -51.9% | +27.9% | -16.2% |
| 3M | +4.1% | -53.0% | +57.1% | +14.5% |
| 6M | +49.6% | -66.4% | +115.9% | +69.7% |
| YTD | +58.6% | -31.5% | +90.1% | +60.1% |
| 1Y | +69.9% | -39.6% | +109.4% | +74.0% |
| All | +89.5% | +116.8% | -27.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling