+158.4%
MMM vs ILMN
+118.2%
+40.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -0.4% | -2.9% | +2.5% | 0.0% |
| 30D | +12.1% | -23.8% | +36.0% | +15.6% |
| 3M | +1.4% | +7.5% | -6.0% | -0.8% |
| 6M | +26.6% | +42.8% | -16.2% | +18.3% |
| YTD | +16.8% | +57.8% | -41.0% | +6.8% |
| 1Y | +10.1% | +72.6% | -62.5% | -1.1% |
| 3Y | +158.4% | +129.3% | +29.1% | +108.9% |
| All | +158.4% | +118.2% | +40.2% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling