+5.8%
MDLZ vs ILMN
+88.1%
-82.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.2% |
| 7D | +1.7% | -9.7% | +11.3% | +1.8% |
| 30D | +11.2% | -20.4% | +31.6% | +11.4% |
| 3M | +6.1% | +10.0% | -3.9% | +4.6% |
| 6M | +8.6% | +49.5% | -40.9% | +5.4% |
| YTD | +25.8% | +62.5% | -36.6% | +21.3% |
| 1Y | +21.7% | +76.0% | -54.3% | +16.6% |
| 3Y | +5.8% | +94.2% | -88.4% | +0.8% |
| All | +5.8% | +88.1% | -82.2% | +0.8% |
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 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