+800.7%
MSCI vs ILMN
+64.4%
+736.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +2.4% |
| 7D | +2.7% | -9.8% | +12.5% | +5.5% |
| 30D | +16.2% | -22.7% | +39.0% | +23.7% |
| 3M | +17.1% | +12.1% | +5.0% | +10.2% |
| 6M | +13.0% | +51.5% | -38.5% | -4.1% |
| YTD | +15.8% | +63.9% | -48.1% | -5.3% |
| 1Y | +15.5% | +76.6% | -61.1% | -8.0% |
| 3Y | +32.3% | +124.6% | -92.3% | -10.9% |
| 5Y | +8.2% | -42.7% | +50.9% | +18.6% |
| 10Y | +800.7% | +59.7% | +741.0% | +658.4% |
| All | +800.7% | +64.4% | +736.3% | +658.4% |
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