-2.5%
MDLN vs ILMN
+59.5%
-62.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -5.0% |
| 7D | +0.6% | +0.7% | -0.2% | +0.5% |
| 30D | +12.0% | -22.7% | +34.7% | +14.4% |
| 3M | +12.6% | +8.6% | +4.0% | +7.4% |
| 6M | +3.7% | +43.8% | -40.1% | -4.9% |
| YTD | -4.8% | +59.8% | -64.6% | -14.9% |
| All | -2.5% | +59.5% | -62.0% | -12.8% |
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