+39.1%
MDT vs ILMN
+28.5%
+10.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.3% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +6.0% | +12.3% | -6.3% | +3.5% |
| 3M | +15.5% | +33.5% | -18.0% | +8.8% |
| 6M | +3.4% | +69.4% | -66.0% | -7.4% |
| YTD | -2.2% | +60.9% | -63.1% | -11.8% |
| 1Y | +2.6% | +115.0% | -112.4% | -13.6% |
| 3Y | +27.5% | +37.0% | -9.5% | +14.2% |
| 5Y | -20.1% | -53.1% | +33.1% | -10.7% |
| 10Y | +39.1% | +27.6% | +11.5% | +13.5% |
| All | +39.1% | +28.5% | +10.6% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling