+45.3%
MMM vs ILMN
-46.1%
+91.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.8% |
| 7D | +6.2% | -9.7% | +15.9% | +7.6% |
| 30D | +14.2% | -20.4% | +34.6% | +17.5% |
| 3M | +2.9% | +10.0% | -7.1% | +0.2% |
| 6M | +27.6% | +49.5% | -21.9% | +17.7% |
| YTD | +17.3% | +62.5% | -45.2% | +6.0% |
| 1Y | +15.1% | +76.0% | -60.9% | +2.5% |
| 3Y | +157.1% | +94.2% | +63.0% | +115.6% |
| All | +45.3% | -46.1% | +91.5% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling