+19.4%
MRSH vs ILMN
-55.2%
+74.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | -5.9% | -9.2% | +3.3% | -5.1% |
| 30D | -7.3% | +4.4% | -11.7% | -7.7% |
| 3M | +6.7% | +23.9% | -17.2% | +4.3% |
| 6M | +3.0% | +64.5% | -61.5% | -2.4% |
| YTD | -2.9% | +53.5% | -56.4% | -7.5% |
| 1Y | -9.0% | +110.8% | -119.8% | -16.6% |
| 3Y | -4.3% | +30.7% | -35.0% | -8.2% |
| 5Y | +19.4% | -54.8% | +74.3% | +38.5% |
| All | +19.4% | -55.2% | +74.6% | +38.5% |
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