+32.3%
MSCI vs ILMN
+103.6%
-71.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.7% | +0.5% |
| 7D | +1.5% | -2.6% | +4.0% | +1.6% |
| 30D | +14.4% | -20.6% | +35.0% | +16.7% |
| 3M | +15.2% | +17.5% | -2.3% | +11.8% |
| 6M | +11.2% | +55.6% | -44.4% | +3.7% |
| YTD | +13.9% | +68.3% | -54.4% | +4.6% |
| 1Y | +12.5% | +81.1% | -68.6% | +2.2% |
| 3Y | +32.3% | +112.2% | -79.9% | +15.3% |
| All | +32.3% | +103.6% | -71.4% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling