+37.0%
ILMN vs MDY
+51.1%
-14.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.5% |
| 7D | +1.9% | +1.0% | +0.9% | +0.8% |
| 30D | +12.3% | -3.1% | +15.4% | +16.5% |
| 3M | +33.5% | +1.8% | +31.7% | +30.6% |
| 6M | +69.4% | +10.8% | +58.6% | +50.0% |
| YTD | +60.9% | +14.4% | +46.5% | +35.5% |
| 1Y | +115.0% | +15.2% | +99.8% | +80.0% |
| 3Y | +37.0% | +51.2% | -14.2% | -22.3% |
| All | +37.0% | +51.1% | -14.1% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling