+61.6%
MDT vs ILMN
+61.7%
-0.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.3% |
| 7D | +3.5% | -2.6% | +6.1% | +3.8% |
| 30D | +16.2% | -20.6% | +36.8% | +20.1% |
| 3M | +18.9% | +17.5% | +1.4% | +13.5% |
| 6M | +37.3% | +55.6% | -18.3% | +23.7% |
| YTD | +9.7% | +68.3% | -58.6% | -3.3% |
| 1Y | +15.2% | +81.1% | -65.9% | 0.0% |
| 3Y | +61.8% | +112.2% | -50.4% | +29.3% |
| 5Y | -1.4% | -42.6% | +41.2% | +4.1% |
| 10Y | +61.6% | +70.5% | -8.9% | +26.6% |
| All | +61.6% | +61.7% | -0.1% | +26.6% |
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