+7,063.7%
MELI vs ILMN
+829.7%
+6,234.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | 0.0% |
| 7D | +0.6% | +1.2% | -0.6% | 0.0% |
| 30D | +2.9% | +9.2% | -6.3% | -0.9% |
| 3M | +21.0% | +29.8% | -8.8% | +8.3% |
| 6M | +11.8% | +69.2% | -57.4% | -10.7% |
| YTD | -1.8% | +66.4% | -68.2% | -21.6% |
| 1Y | -18.2% | +123.4% | -141.6% | -43.7% |
| 3Y | +39.2% | +33.2% | +6.0% | +9.0% |
| 5Y | +1.7% | -52.0% | +53.6% | +22.2% |
| 10Y | +967.1% | +33.6% | +933.4% | +701.9% |
| All | +7,063.7% | +829.7% | +6,234.0% | +1,407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling