+847.5%
MSCI vs ILMN
+54.3%
+793.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.7% |
| 7D | +3.0% | -2.9% | +5.9% | +3.8% |
| 30D | +17.8% | -23.8% | +41.6% | +25.8% |
| 3M | +15.2% | +7.5% | +7.7% | +9.7% |
| 6M | +16.5% | +42.8% | -26.3% | +0.6% |
| YTD | +16.4% | +57.8% | -41.5% | -3.8% |
| 1Y | +16.8% | +72.6% | -55.8% | -6.3% |
| 3Y | +35.8% | +129.3% | -93.6% | -9.6% |
| 5Y | +7.0% | -44.5% | +51.5% | +18.3% |
| All | +847.5% | +54.3% | +793.2% | +706.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling