+6.3%
MSCI vs ILMN
-49.5%
+55.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.2% | +5.5% | -0.9% |
| 7D | +6.0% | -28.3% | +34.3% | +13.6% |
| 30D | +18.2% | -24.0% | +42.2% | +24.6% |
| 3M | +15.1% | +4.1% | +11.0% | +11.5% |
| 6M | +13.7% | +49.6% | -35.8% | -0.5% |
| YTD | +15.6% | +58.6% | -43.0% | -1.4% |
| 1Y | +16.3% | +69.9% | -53.5% | -2.7% |
| 3Y | +36.9% | +82.9% | -46.0% | +4.4% |
| 5Y | +6.3% | -47.6% | +53.9% | +30.9% |
| All | +6.3% | -49.5% | +55.8% | +30.9% |
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