+454.2%
MDLZ vs ILMN
+3,623.3%
-3,169.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.7% | +1.2% | -3.0% | -1.8% |
| 30D | -2.1% | +9.2% | -11.3% | -2.8% |
| 3M | +1.3% | +29.8% | -28.5% | -0.8% |
| 6M | +6.2% | +69.2% | -63.0% | +1.7% |
| YTD | +15.8% | +66.4% | -50.6% | +10.9% |
| 1Y | +4.1% | +123.4% | -119.3% | -2.9% |
| 3Y | -4.1% | +33.2% | -37.3% | -8.1% |
| 5Y | +13.4% | -52.0% | +65.3% | +15.5% |
| 10Y | +75.7% | +33.6% | +42.1% | +63.9% |
| All | +454.2% | +3,623.3% | -3,169.1% | +317.5% |
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