+907.8%
MMM vs ILMN
+1,331.5%
-423.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.2% | +5.0% | -2.3% |
| 7D | +5.9% | -28.3% | +34.2% | +9.4% |
| 30D | +14.7% | -24.0% | +38.7% | +17.7% |
| 3M | +3.6% | +4.1% | -0.5% | +2.4% |
| 6M | +32.7% | +49.6% | -16.8% | +26.0% |
| YTD | +18.9% | +58.6% | -39.6% | +11.7% |
| 1Y | +16.4% | +69.9% | -53.5% | +8.4% |
| 3Y | +159.8% | +82.9% | +76.9% | +135.8% |
| 5Y | +47.2% | -47.6% | +94.8% | +49.1% |
| 10Y | +86.5% | +58.8% | +27.6% | +67.1% |
| All | +907.8% | +1,331.5% | -423.7% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling