+508.6%
MDLZ vs ILMN
+3,533.1%
-3,024.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | -1.0% | -6.0% | +5.0% | -0.6% |
| 30D | +7.9% | -23.0% | +31.0% | +9.6% |
| 3M | +8.9% | +10.4% | -1.5% | +7.4% |
| 6M | +10.5% | +49.4% | -38.9% | +6.4% |
| YTD | +27.1% | +62.3% | -35.2% | +21.3% |
| 1Y | +20.9% | +73.7% | -52.8% | +14.7% |
| 3Y | +5.5% | +122.5% | -117.0% | -3.2% |
| 5Y | +22.2% | -43.2% | +65.4% | +22.3% |
| 10Y | +106.1% | +59.0% | +47.2% | +89.6% |
| All | +508.6% | +3,533.1% | -3,024.5% | +356.7% |
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