+13,996.3%
ILMN vs MOH
+1,286.6%
+12,709.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | -3.9% | -4.2% | +0.3% | -3.0% |
| 30D | +6.9% | -2.4% | +9.3% | +7.2% |
| 3M | +28.1% | -4.4% | +32.5% | +28.4% |
| 6M | +65.0% | +32.9% | +32.0% | +52.7% |
| YTD | +56.3% | +11.9% | +44.4% | +49.2% |
| 1Y | +108.7% | +6.9% | +101.8% | +99.3% |
| 3Y | +33.1% | -39.4% | +72.5% | +37.9% |
| 5Y | -54.1% | -25.0% | -29.1% | -54.9% |
| 10Y | +27.8% | +244.9% | -217.0% | -13.3% |
| All | +13,996.3% | +1,286.6% | +12,709.7% | +8,538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling