+78.9%
MET vs ILMN
-46.1%
+125.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.8% |
| 7D | -1.2% | -9.7% | +8.5% | -0.1% |
| 30D | +3.2% | -20.4% | +23.6% | +5.5% |
| 3M | -1.1% | +10.0% | -11.1% | -3.0% |
| 6M | +25.0% | +49.5% | -24.4% | +17.7% |
| YTD | +27.9% | +62.5% | -34.6% | +18.6% |
| 1Y | +32.9% | +76.0% | -43.1% | +21.9% |
| 3Y | +78.8% | +94.2% | -15.4% | +56.9% |
| All | +78.9% | -46.1% | +125.1% | +76.3% |
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