+1,089.0%
ILMN vs MOD
+379.4%
+709.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -21.4% | +16.5% | -0.8% |
| 7D | -21.6% | -31.3% | +9.8% | -15.8% |
| 30D | -22.9% | -46.1% | +23.3% | -13.5% |
| 3M | +11.6% | -51.1% | +62.7% | +26.8% |
| 6M | +62.5% | -62.1% | +124.6% | +90.5% |
| YTD | +72.7% | -26.2% | +98.9% | +74.5% |
| 1Y | +93.9% | -32.6% | +126.4% | +97.9% |
| 3Y | +99.2% | +133.8% | -34.6% | +47.5% |
| 5Y | -44.8% | +792.8% | -837.5% | -70.7% |
| 10Y | +73.0% | +959.8% | -886.8% | -26.9% |
| All | +1,089.0% | +379.4% | +709.7% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling