+509.7%
MDLZ vs ILMN
+3,448.9%
-2,939.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.4% | -0.2% |
| 7D | +6.9% | -28.3% | +35.2% | +9.1% |
| 30D | +12.1% | -24.0% | +36.0% | +13.9% |
| 3M | +7.7% | +4.1% | +3.6% | +6.7% |
| 6M | +10.8% | +49.6% | -38.8% | +6.6% |
| YTD | +27.4% | +58.6% | -31.2% | +21.7% |
| 1Y | +23.5% | +69.9% | -46.4% | +17.4% |
| 3Y | +6.2% | +82.9% | -76.7% | -1.2% |
| 5Y | +22.9% | -47.6% | +70.5% | +23.7% |
| 10Y | +99.6% | +58.8% | +40.8% | +83.7% |
| All | +509.7% | +3,448.9% | -2,939.2% | +358.3% |
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