+97.2%
MO vs ILMN
-52.9%
+150.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | -2.0% | +1.9% | -3.9% | -2.0% |
| 30D | -0.3% | +12.3% | -12.6% | -0.3% |
| 3M | -2.9% | +33.5% | -36.5% | -3.1% |
| 6M | +5.8% | +69.4% | -63.6% | +5.3% |
| YTD | +22.0% | +60.9% | -38.9% | +21.5% |
| 1Y | +10.7% | +115.0% | -104.3% | +9.5% |
| 3Y | +94.4% | +37.0% | +57.4% | +94.4% |
| 5Y | +97.2% | -53.1% | +150.3% | +96.3% |
| All | +97.2% | -52.9% | +150.1% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling