+899.5%
MET vs ILMN
+1,401.8%
-502.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.4% |
| 7D | +1.2% | +1.2% | -0.1% | +1.0% |
| 30D | +1.4% | +9.2% | -7.8% | -0.1% |
| 3M | +17.7% | +29.8% | -12.2% | +12.8% |
| 6M | +35.0% | +69.2% | -34.2% | +24.0% |
| YTD | +26.3% | +66.4% | -40.1% | +15.8% |
| 1Y | +22.8% | +123.4% | -100.6% | +6.9% |
| 3Y | +65.9% | +33.2% | +32.8% | +52.8% |
| 5Y | +85.4% | -52.0% | +137.3% | +92.8% |
| 10Y | +253.7% | +33.6% | +220.1% | +205.0% |
| All | +899.5% | +1,401.8% | -502.3% | +443.3% |
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 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