+1,017.6%
ILMN vs MDY
+928.8%
+88.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.7% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | -23.0% | +2.1% | -25.2% | -24.4% |
| 3M | +10.4% | -3.6% | +14.1% | +15.1% |
| 6M | +49.4% | +1.7% | +47.7% | +47.2% |
| YTD | +62.3% | +13.8% | +48.5% | +41.8% |
| 1Y | +73.7% | +15.5% | +58.2% | +49.6% |
| 3Y | +122.5% | +58.3% | +64.2% | +41.7% |
| 5Y | -43.2% | +37.4% | -80.6% | -57.6% |
| 10Y | +59.0% | +171.0% | -112.0% | -43.8% |
| All | +1,017.6% | +928.8% | +88.8% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling