+49.4%
ILMN vs MDY
+1.3%
+48.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -23.9% |
| 3M | +10.4% | -3.6% | +14.1% | +13.1% |
| 6M | +49.4% | +1.7% | +47.7% | +49.0% |
| All | +49.4% | +1.3% | +48.1% | +49.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling