+785.4%
MSCI vs ILMN
+60.6%
+724.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.7% | -3.0% |
| 7D | +2.8% | -9.7% | +12.5% | +5.6% |
| 30D | +15.4% | -20.4% | +35.8% | +21.7% |
| 3M | +13.4% | +10.0% | +3.4% | +7.4% |
| 6M | +10.9% | +49.5% | -38.6% | -5.5% |
| YTD | +13.0% | +62.5% | -49.5% | -7.3% |
| 1Y | +12.0% | +76.0% | -64.0% | -10.5% |
| 3Y | +34.1% | +94.2% | -60.1% | -4.6% |
| 5Y | +3.9% | -46.3% | +50.2% | +16.7% |
| All | +785.4% | +60.6% | +724.8% | +655.8% |
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