+44.4%
ILMN vs MULL
+968.6%
-924.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.1% | -6.6% | +1.6% |
| 7D | -9.7% | -42.7% | +33.0% | -5.4% |
| 30D | -20.4% | -63.8% | +43.4% | -13.5% |
| 3M | +10.0% | -49.0% | +59.1% | +15.5% |
| 6M | +49.5% | -38.2% | +87.7% | +44.0% |
| YTD | +62.5% | +167.0% | -104.5% | +27.3% |
| 1Y | +76.0% | +247.7% | -171.7% | +31.0% |
| All | +44.4% | +968.6% | -924.2% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling