+244.4%
MET vs ILMN
+28.5%
+215.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.8% |
| 30D | -2.3% | +12.3% | -14.6% | -4.4% |
| 3M | +13.9% | +33.5% | -19.7% | +7.9% |
| 6M | +34.8% | +69.4% | -34.6% | +22.1% |
| YTD | +23.5% | +60.9% | -37.4% | +12.3% |
| 1Y | +23.4% | +115.0% | -91.6% | +5.4% |
| 3Y | +64.9% | +37.0% | +27.9% | +48.6% |
| 5Y | +82.0% | -53.1% | +135.2% | +97.6% |
| 10Y | +244.4% | +27.6% | +216.8% | +195.4% |
| All | +244.4% | +28.5% | +215.9% | +195.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling