+469.0%
MRSH vs ILMN
+1,401.8%
-932.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.3% |
| 7D | -3.6% | +1.2% | -4.8% | -3.7% |
| 30D | -3.0% | +9.2% | -12.2% | -4.0% |
| 3M | +15.8% | +29.8% | -14.0% | +12.5% |
| 6M | +1.6% | +69.2% | -67.6% | -4.3% |
| YTD | +1.7% | +66.4% | -64.7% | -4.1% |
| 1Y | -8.0% | +123.4% | -131.4% | -16.4% |
| 3Y | -0.3% | +33.2% | -33.4% | -6.1% |
| 5Y | +25.9% | -52.0% | +77.9% | +29.6% |
| 10Y | +222.0% | +33.6% | +188.3% | +191.6% |
| All | +469.0% | +1,401.8% | -932.7% | +244.2% |
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