+4,319.3%
MCK vs ILMN
+1,352.5%
+2,966.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.8% |
| 7D | -1.9% | +1.9% | -3.8% | -2.1% |
| 30D | +2.4% | +12.3% | -9.9% | +1.1% |
| 3M | +16.1% | +33.5% | -17.4% | +12.7% |
| 6M | -3.1% | +69.4% | -72.4% | -8.3% |
| YTD | +8.7% | +60.9% | -52.2% | +3.1% |
| 1Y | +28.1% | +115.0% | -86.9% | +17.5% |
| 3Y | +114.1% | +37.0% | +77.1% | +101.3% |
| 5Y | +342.5% | -53.1% | +395.7% | +355.6% |
| 10Y | +424.1% | +27.6% | +396.5% | +374.4% |
| All | +4,319.3% | +1,352.5% | +2,966.7% | +2,570.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling