+38.0%
ILMN vs MUZ
-39.6%
+77.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -12.8% | +16.4% | +2.2% |
| 7D | -2.6% | +14.0% | -16.5% | -0.2% |
| 30D | -20.6% | +57.6% | -78.2% | -16.4% |
| 3M | +17.5% | -3.1% | +20.5% | +21.3% |
| All | +38.0% | -39.6% | +77.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 all: compounded portfolio wealth divided by compounded MUZ 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…
all analysis · Full analysis span regression · Available span rolling