+9.3%
MRSH vs ILMN
+118.2%
-108.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | +1.4% | -2.9% | +4.3% | +1.5% |
| 30D | +16.5% | -23.8% | +40.3% | +16.7% |
| 3M | +10.8% | +7.5% | +3.3% | +9.6% |
| 6M | +32.1% | +42.8% | -10.7% | +29.4% |
| YTD | +14.5% | +57.8% | -43.4% | +11.4% |
| 1Y | +15.5% | +72.6% | -57.1% | +12.2% |
| 3Y | +9.3% | +129.3% | -120.0% | +7.8% |
| All | +9.3% | +118.2% | -108.9% | +7.8% |
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