+149.3%
MO vs ILMN
+59.3%
+90.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | -0.8% | -6.0% | +5.2% | -0.5% |
| 30D | +8.0% | -23.0% | +31.0% | +9.1% |
| 3M | +20.9% | +10.4% | +10.5% | +19.7% |
| 6M | +16.3% | +49.4% | -33.1% | +12.9% |
| YTD | +40.7% | +62.3% | -21.6% | +35.5% |
| 1Y | +41.5% | +73.7% | -32.2% | +35.6% |
| 3Y | +141.5% | +122.5% | +19.0% | +122.4% |
| 5Y | +153.1% | -43.2% | +196.3% | +161.8% |
| 10Y | +149.3% | +59.0% | +90.4% | +134.0% |
| All | +149.3% | +59.3% | +90.0% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling