+804.7%
MMM vs ILMN
+1,401.8%
-597.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -3.3% | +1.2% | -4.5% | -3.5% |
| 30D | -7.0% | +9.2% | -16.2% | -8.0% |
| 3M | +10.8% | +29.8% | -19.0% | +7.5% |
| 6M | +5.8% | +69.2% | -63.4% | -0.5% |
| YTD | +6.8% | +66.4% | -59.6% | +0.3% |
| 1Y | +10.4% | +123.4% | -113.0% | -0.1% |
| 3Y | +104.7% | +33.2% | +71.5% | +92.9% |
| 5Y | +23.6% | -52.0% | +75.5% | +26.9% |
| 10Y | +54.1% | +33.6% | +20.5% | +40.4% |
| All | +804.7% | +1,401.8% | -597.1% | +467.6% |
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