-10.8%
MDLN vs ILMN
+66.1%
-76.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.7% | +1.2% | +2.5% | +3.4% |
| 30D | -0.2% | +9.2% | -9.4% | -1.9% |
| 3M | +6.2% | +29.8% | -23.6% | +0.9% |
| 6M | -14.7% | +69.2% | -83.9% | -21.8% |
| YTD | -12.9% | +66.4% | -79.3% | -20.3% |
| All | -10.8% | +66.1% | -76.9% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling