-53.1%
ILMN vs MDY
+47.1%
-100.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +50.1% |
| YTD | +60.9% | +14.4% | +46.5% | +36.1% |
| 1Y | +115.0% | +15.2% | +99.8% | +80.9% |
| 3Y | +37.0% | +51.2% | -14.2% | -15.4% |
| 5Y | -53.1% | +47.2% | -100.4% | -70.6% |
| All | -53.1% | +47.1% | -100.3% | -70.6% |
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