+18.4%
MRSH vs ILMN
+92.1%
-73.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +3.2% |
| 7D | +9.4% | -21.6% | +31.0% | +9.2% |
| 30D | +23.4% | -22.9% | +46.3% | +23.4% |
| 3M | +9.9% | +11.6% | -1.7% | +7.5% |
| 6M | +26.0% | +62.5% | -36.5% | +19.3% |
| YTD | +15.2% | +72.7% | -57.5% | +6.0% |
| 1Y | +18.4% | +93.9% | -75.4% | +7.9% |
| All | +18.4% | +92.1% | -73.7% | +7.9% |
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