-0.4%
MELI vs ILMN
-54.6%
+54.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.6% |
| 7D | -6.5% | -3.9% | -2.6% | -5.3% |
| 30D | +2.8% | +6.9% | -4.0% | +0.3% |
| 3M | +14.3% | +28.1% | -13.8% | +4.4% |
| 6M | +6.0% | +65.0% | -58.9% | -11.9% |
| YTD | -6.8% | +56.3% | -63.1% | -21.6% |
| 1Y | -20.9% | +108.7% | -129.6% | -41.6% |
| 3Y | +31.4% | +33.1% | -1.7% | +10.5% |
| 5Y | -0.4% | -54.1% | +53.7% | +67.4% |
| All | -0.4% | -54.6% | +54.2% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling