+47.9%
MMM vs ILMN
-43.7%
+91.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.8% |
| 7D | +7.0% | -9.8% | +16.7% | +8.5% |
| 30D | +18.4% | -22.7% | +41.1% | +22.4% |
| 3M | +4.5% | +12.1% | -7.6% | +1.4% |
| 6M | +33.4% | +51.5% | -18.0% | +22.9% |
| YTD | +20.0% | +63.9% | -43.9% | +8.2% |
| 1Y | +15.0% | +76.6% | -61.5% | +2.4% |
| 3Y | +165.0% | +124.6% | +40.4% | +116.8% |
| 5Y | +47.9% | -42.7% | +90.6% | +42.9% |
| All | +47.9% | -43.7% | +91.6% | +42.9% |
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 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