-43.2%
ILMN vs MDY
+37.8%
-81.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.8% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | -23.0% | +2.1% | -25.2% | -24.6% |
| 3M | +10.4% | -3.6% | +14.1% | +15.8% |
| 6M | +49.4% | +1.7% | +47.7% | +46.7% |
| YTD | +62.3% | +13.8% | +48.5% | +38.4% |
| 1Y | +73.7% | +15.5% | +58.2% | +45.5% |
| 3Y | +122.5% | +58.3% | +64.2% | +29.4% |
| 5Y | -43.2% | +37.4% | -80.6% | -62.0% |
| All | -43.2% | +37.8% | -81.0% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling