+123.4%
ILMN vs MOH
+18.1%
+105.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | +9.2% | +2.9% | +6.3% | +8.7% |
| 3M | +29.8% | +4.1% | +25.7% | +28.2% |
| 6M | +69.2% | +33.8% | +35.4% | +58.5% |
| YTD | +66.4% | +15.7% | +50.7% | +60.4% |
| 1Y | +123.4% | +17.5% | +105.9% | +108.7% |
| All | +123.4% | +18.1% | +105.3% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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