+6.6%
MDLZ vs ILMN
+118.2%
-111.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.5% |
| 7D | +2.3% | -2.9% | +5.2% | +2.4% |
| 30D | +7.9% | -23.8% | +31.8% | +8.3% |
| 3M | +7.3% | +7.5% | -0.2% | +5.7% |
| 6M | +11.7% | +42.8% | -31.1% | +8.4% |
| YTD | +28.7% | +57.8% | -29.1% | +23.9% |
| 1Y | +22.8% | +72.6% | -49.8% | +17.4% |
| 3Y | +6.6% | +129.3% | -122.8% | +1.0% |
| All | +6.6% | +118.2% | -111.7% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling