+30.5%
MET vs ILMN
+70.7%
-40.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -1.0% |
| 7D | +2.1% | +0.7% | +1.4% | +2.1% |
| 30D | +1.8% | -22.7% | +24.5% | +2.6% |
| 3M | +6.0% | +8.6% | -2.6% | +5.9% |
| 6M | +31.1% | +43.8% | -12.7% | +29.3% |
| YTD | +32.6% | +59.8% | -27.2% | +26.3% |
| 1Y | +30.5% | +71.8% | -41.3% | +20.6% |
| All | +30.5% | +70.7% | -40.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling