+70.7%
MA vs ILMN
+118.2%
-47.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +1.3% | -2.9% | +4.2% | +1.5% |
| 30D | +9.6% | -23.8% | +33.4% | +11.4% |
| 3M | +16.8% | +7.5% | +9.3% | +15.1% |
| 6M | +35.2% | +42.8% | -7.6% | +29.8% |
| YTD | +16.6% | +57.8% | -41.3% | +10.6% |
| 1Y | +19.8% | +72.6% | -52.8% | +12.6% |
| 3Y | +70.7% | +129.3% | -58.6% | +54.8% |
| All | +70.7% | +118.2% | -47.5% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 3y: compounded portfolio wealth divided by compounded ILMN 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…
3y analysis · Full analysis span regression · 6 months rolling