+55.0%
MMM vs ILMN
+32.2%
+22.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -3.3% | +1.2% | -4.5% | -3.6% |
| 30D | -7.0% | +9.2% | -16.2% | -8.6% |
| 3M | +10.8% | +29.8% | -19.0% | +5.3% |
| 6M | +5.8% | +69.2% | -63.4% | -4.6% |
| YTD | +6.8% | +66.4% | -59.6% | -4.0% |
| 1Y | +10.4% | +123.4% | -113.0% | -7.1% |
| 3Y | +104.7% | +33.2% | +71.5% | +84.4% |
| 5Y | +23.6% | -52.0% | +75.5% | +31.5% |
| All | +55.0% | +32.2% | +22.8% | +29.4% |
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