+145.1%
MS vs ILMN
-51.8%
+196.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.6% |
| 7D | +1.4% | +1.2% | +0.2% | +1.1% |
| 30D | -0.3% | +9.2% | -9.4% | -2.3% |
| 3M | +0.3% | +29.8% | -29.5% | -5.4% |
| 6M | +31.3% | +69.2% | -37.9% | +16.6% |
| YTD | +24.7% | +66.4% | -41.7% | +10.5% |
| 1Y | +47.9% | +123.4% | -75.5% | +21.4% |
| 3Y | +178.3% | +33.2% | +145.2% | +146.3% |
| All | +145.1% | -51.8% | +196.9% | +176.9% |
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 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