+53.0%
MDT vs ILMN
+88.1%
-35.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.1% |
| 7D | +5.4% | -9.7% | +15.1% | +6.1% |
| 30D | +19.1% | -20.4% | +39.5% | +20.6% |
| 3M | +19.5% | +10.0% | +9.4% | +17.4% |
| 6M | +33.5% | +49.5% | -16.0% | +27.3% |
| YTD | +8.7% | +62.5% | -53.8% | +2.6% |
| 1Y | +16.8% | +76.0% | -59.2% | +9.5% |
| 3Y | +53.0% | +94.2% | -41.2% | +39.9% |
| All | +53.0% | +88.1% | -35.1% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling