+108.7%
ILMN vs MTB
+22.9%
+85.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -3.9% | +1.1% | -4.9% | -3.9% |
| 30D | +6.9% | -4.6% | +11.5% | +7.0% |
| 3M | +28.1% | +6.3% | +21.8% | +26.6% |
| 6M | +65.0% | +15.6% | +49.4% | +60.7% |
| YTD | +56.3% | +20.6% | +35.7% | +45.6% |
| 1Y | +108.7% | +22.5% | +86.2% | +79.8% |
| All | +108.7% | +22.9% | +85.8% | +79.8% |
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