+345.8%
MCK vs ILMN
-55.2%
+401.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -4.4% | -9.2% | +4.8% | -4.5% |
| 30D | -2.2% | +4.4% | -6.6% | -2.1% |
| 3M | +11.6% | +23.9% | -12.3% | +11.8% |
| 6M | -4.9% | +64.5% | -69.4% | -4.6% |
| YTD | +7.7% | +53.5% | -45.7% | +8.1% |
| 1Y | +25.2% | +110.8% | -85.6% | +26.0% |
| 3Y | +112.1% | +30.7% | +81.5% | +115.6% |
| 5Y | +345.8% | -54.8% | +400.7% | +398.1% |
| All | +345.8% | -55.2% | +401.0% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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