+1,017.6%
ILMN vs MSI
+534.7%
+482.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | -6.0% | +7.7% | -13.7% | -8.4% |
| 30D | -23.0% | +19.9% | -43.0% | -27.6% |
| 3M | +10.4% | +14.9% | -4.5% | +5.1% |
| 6M | +49.4% | +37.2% | +12.2% | +33.5% |
| YTD | +62.3% | +40.8% | +21.6% | +42.7% |
| 1Y | +73.7% | +38.1% | +35.5% | +53.5% |
| 3Y | +122.5% | +77.7% | +44.8% | +77.7% |
| 5Y | -43.2% | +129.0% | -172.2% | -58.3% |
| 10Y | +59.0% | +671.3% | -612.3% | -22.3% |
| All | +1,017.6% | +534.7% | +482.9% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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