+5,204.0%
MO vs ILMN
+1,401.8%
+3,802.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +0.3% | +1.2% | -0.9% | +0.3% |
| 30D | +0.6% | +9.2% | -8.5% | +0.2% |
| 3M | -1.0% | +29.8% | -30.8% | -2.2% |
| 6M | +4.3% | +69.2% | -64.9% | +1.8% |
| YTD | +23.3% | +66.4% | -43.1% | +20.2% |
| 1Y | +10.5% | +123.4% | -112.9% | +6.0% |
| 3Y | +96.3% | +33.2% | +63.1% | +91.4% |
| 5Y | +98.9% | -52.0% | +150.8% | +101.3% |
| 10Y | +103.6% | +33.6% | +70.0% | +94.8% |
| All | +5,204.0% | +1,401.8% | +3,802.2% | +4,353.0% |
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 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