+35.3%
MET vs ILMN
+79.5%
-44.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.3% |
| 7D | +1.3% | -2.6% | +3.9% | +1.4% |
| 30D | +4.0% | -20.6% | +24.6% | +4.7% |
| 3M | +4.6% | +17.5% | -12.9% | +4.3% |
| 6M | +32.8% | +55.6% | -22.8% | +30.6% |
| YTD | +32.3% | +68.3% | -36.0% | +26.3% |
| All | +35.3% | +79.5% | -44.2% | +26.9% |
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