+21.2%
ILMN vs MDY
+175.0%
-153.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.9% |
| 7D | -9.2% | -2.5% | -6.7% | -7.0% |
| 30D | +4.4% | -5.0% | +9.4% | +9.7% |
| 3M | +23.9% | +0.5% | +23.4% | +23.3% |
| 6M | +64.5% | +8.0% | +56.5% | +53.0% |
| YTD | +53.5% | +12.2% | +41.3% | +36.9% |
| 1Y | +110.8% | +14.0% | +96.8% | +85.7% |
| 3Y | +30.7% | +48.2% | -17.5% | -8.0% |
| 5Y | -54.8% | +46.1% | -100.9% | -67.4% |
| All | +21.2% | +175.0% | -153.8% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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