+83.0%
MMM vs ILMN
+61.7%
+21.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.3% |
| 7D | +5.8% | -2.6% | +8.3% | +6.0% |
| 30D | +17.9% | -20.6% | +38.6% | +22.1% |
| 3M | +3.6% | +17.5% | -13.9% | -0.7% |
| 6M | +32.9% | +55.6% | -22.7% | +20.3% |
| YTD | +19.5% | +68.3% | -48.8% | +5.7% |
| 1Y | +16.5% | +81.1% | -64.6% | +1.6% |
| 3Y | +167.2% | +112.2% | +55.0% | +116.4% |
| 5Y | +48.2% | -42.6% | +90.8% | +51.1% |
| 10Y | +83.0% | +70.5% | +12.5% | +56.7% |
| All | +83.0% | +61.7% | +21.3% | +56.7% |
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