+36.2%
ILMN vs MOH
-39.4%
+75.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -3.9% | -4.2% | +0.3% | -3.4% |
| 30D | +6.9% | -2.4% | +9.3% | +7.1% |
| 3M | +28.1% | -4.4% | +32.5% | +28.2% |
| 6M | +65.0% | +32.9% | +32.0% | +57.0% |
| YTD | +56.3% | +11.9% | +44.4% | +51.9% |
| 1Y | +108.7% | +6.9% | +101.8% | +102.2% |
| All | +36.2% | -39.4% | +75.6% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling