+10.9%
MMM vs ILMN
+70.7%
-59.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -0.8% | +0.7% | -1.6% | -0.8% |
| 30D | +14.4% | -22.7% | +37.1% | +15.4% |
| 3M | +1.8% | +8.6% | -6.8% | +1.4% |
| 6M | +31.3% | +43.8% | -12.5% | +29.9% |
| YTD | +18.0% | +59.8% | -41.8% | +12.8% |
| 1Y | +10.9% | +71.8% | -60.9% | +2.5% |
| All | +10.9% | +70.7% | -59.8% | +2.5% |
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