+41.6%
MO vs ILMN
+74.7%
-33.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.4% |
| 7D | -0.8% | -9.8% | +9.0% | -1.7% |
| 30D | +6.5% | -22.7% | +29.2% | +4.2% |
| 3M | +18.3% | +12.1% | +6.3% | +20.8% |
| 6M | +15.6% | +51.5% | -35.9% | +21.8% |
| YTD | +38.8% | +63.9% | -25.0% | +44.3% |
| 1Y | +41.6% | +76.6% | -34.9% | +45.3% |
| All | +41.6% | +74.7% | -33.1% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling