-53.1%
ILMN vs MTB
+102.5%
-155.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +1.9% | +2.8% | -0.9% | +0.9% |
| 30D | +12.3% | -4.2% | +16.5% | +13.9% |
| 3M | +33.5% | +7.8% | +25.8% | +29.5% |
| 6M | +69.4% | +14.8% | +54.5% | +60.0% |
| YTD | +60.9% | +20.8% | +40.1% | +48.3% |
| 1Y | +115.0% | +23.1% | +91.9% | +96.2% |
| 3Y | +37.0% | +114.8% | -77.8% | +2.2% |
| 5Y | -53.1% | +103.3% | -156.4% | -62.0% |
| All | -53.1% | +102.5% | -155.6% | -62.0% |
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