+136.1%
MO vs ILMN
+103.6%
+32.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.2% |
| 7D | -1.8% | -2.6% | +0.8% | -1.9% |
| 30D | +5.8% | -20.6% | +26.4% | +4.7% |
| 3M | +12.7% | +17.5% | -4.8% | +13.8% |
| 6M | +14.8% | +55.6% | -40.9% | +17.3% |
| YTD | +37.8% | +68.3% | -30.5% | +41.3% |
| 1Y | +39.5% | +81.1% | -41.6% | +43.3% |
| 3Y | +136.1% | +112.2% | +23.9% | +141.6% |
| All | +136.1% | +103.6% | +32.4% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling