-42.6%
ILMN vs MTB
+67.9%
-110.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.7% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | -20.6% | +2.4% | -23.0% | -21.3% |
| 3M | +17.5% | -10.5% | +28.0% | +22.1% |
| 6M | +55.6% | +6.4% | +49.2% | +50.8% |
| YTD | +68.3% | +12.8% | +55.5% | +58.2% |
| 1Y | +81.1% | +23.3% | +57.8% | +64.2% |
| 3Y | +112.2% | +108.2% | +3.9% | +57.7% |
| 5Y | -42.6% | +68.6% | -111.2% | -52.5% |
| All | -42.6% | +67.9% | -110.5% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling