+63.7%
MRK vs ILMN
+72.2%
-8.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +0.7% | -2.9% | +3.6% | +0.9% |
| 30D | +0.3% | -23.8% | +24.1% | +1.6% |
| 3M | +9.7% | +7.5% | +2.2% | +5.9% |
| 6M | +32.0% | +42.8% | -10.8% | +25.6% |
| YTD | +43.3% | +57.8% | -14.6% | +30.4% |
| 1Y | +63.7% | +72.6% | -8.9% | +40.5% |
| All | +63.7% | +72.2% | -8.5% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling