+81.4%
ILMN vs MULL
+260.4%
-179.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.3% | -8.7% | +2.7% |
| 7D | -2.6% | -27.1% | +24.5% | -0.8% |
| 30D | -20.6% | -54.2% | +33.6% | -17.2% |
| 3M | +17.5% | -42.0% | +59.4% | +20.7% |
| 6M | +55.6% | -43.5% | +99.1% | +54.9% |
| YTD | +68.3% | +199.9% | -131.6% | +49.5% |
| All | +81.4% | +260.4% | -179.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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