-18.2%
MDT vs ILMN
-51.8%
+33.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +3.2% | +1.2% | +2.0% | +3.0% |
| 30D | +9.5% | +9.2% | +0.3% | +8.0% |
| 3M | +16.0% | +29.8% | -13.9% | +11.4% |
| 6M | +0.2% | +69.2% | -69.0% | -7.5% |
| YTD | -0.3% | +66.4% | -66.7% | -7.9% |
| 1Y | +4.7% | +123.4% | -118.7% | -8.0% |
| 3Y | +26.5% | +33.2% | -6.6% | +18.2% |
| All | -18.2% | -51.8% | +33.7% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling