+123.4%
ILMN vs MTB
+23.4%
+100.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | +1.7% | -0.5% | +1.1% |
| 30D | +9.2% | -4.2% | +13.4% | +9.2% |
| 3M | +29.8% | +8.9% | +21.0% | +28.1% |
| 6M | +69.2% | +10.9% | +58.3% | +65.6% |
| YTD | +66.4% | +21.5% | +44.9% | +55.2% |
| 1Y | +123.4% | +21.9% | +101.5% | +88.5% |
| All | +123.4% | +23.4% | +100.0% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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