+114.9%
ILMN vs MULL
+2,394.6%
-2,279.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -3.1% |
| 7D | +1.9% | +14.0% | -12.1% | +1.1% |
| 30D | +12.3% | +24.8% | -12.5% | +10.5% |
| 3M | +33.5% | -16.1% | +49.7% | +30.5% |
| 6M | +69.4% | +330.9% | -261.5% | +42.9% |
| YTD | +60.9% | +545.0% | -484.1% | +26.4% |
| All | +114.9% | +2,394.6% | -2,279.7% | +17.6% |
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