+49.6%
ILMN vs MOD
-65.4%
+115.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.3% | -0.9% | -6.9% |
| 7D | -28.3% | -34.2% | +5.9% | -23.6% |
| 30D | -24.0% | -51.9% | +27.9% | -17.8% |
| 3M | +4.1% | -53.0% | +57.1% | +12.4% |
| 6M | +49.6% | -66.4% | +115.9% | +62.3% |
| All | +49.6% | -65.4% | +115.0% | +62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling