+2,417.1%
MSCI vs ILMN
+759.7%
+1,657.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +0.4% | +1.2% | -0.8% | 0.0% |
| 30D | +0.6% | +9.2% | -8.6% | -2.2% |
| 3M | -7.1% | +29.8% | -36.9% | -14.4% |
| 6M | +0.8% | +69.2% | -68.4% | -14.3% |
| YTD | +1.0% | +66.4% | -65.4% | -14.2% |
| 1Y | +4.3% | +123.4% | -119.1% | -20.0% |
| 3Y | +9.9% | +33.2% | -23.2% | -6.4% |
| 5Y | -6.8% | -52.0% | +45.2% | +3.9% |
| 10Y | +614.7% | +33.6% | +581.1% | +473.7% |
| All | +2,417.1% | +759.7% | +1,657.5% | +832.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling