+130.3%
MRK vs ILMN
-52.9%
+183.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -1.0% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | +15.5% | +12.3% | +3.2% | +14.3% |
| 3M | +25.1% | +33.5% | -8.4% | +22.1% |
| 6M | +30.1% | +69.4% | -39.3% | +24.3% |
| YTD | +43.1% | +60.9% | -17.8% | +37.0% |
| 1Y | +82.5% | +115.0% | -32.5% | +70.1% |
| 3Y | +49.3% | +37.0% | +12.3% | +40.0% |
| 5Y | +130.3% | -53.1% | +183.4% | +105.1% |
| All | +130.3% | -52.9% | +183.2% | +105.1% |
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