+452.1%
MRK vs ILMN
+1,379.0%
-926.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +2.3% | -9.8% | +12.1% | +3.2% |
| 30D | +1.7% | -22.7% | +24.4% | +3.6% |
| 3M | +13.8% | +12.1% | +1.7% | +12.1% |
| 6M | +34.7% | +51.5% | -16.8% | +29.1% |
| YTD | +43.6% | +63.9% | -20.3% | +36.2% |
| 1Y | +75.7% | +76.6% | -0.9% | +65.7% |
| 3Y | +60.0% | +124.6% | -64.6% | +45.8% |
| 5Y | +105.4% | -42.7% | +148.1% | +105.3% |
| 10Y | +224.1% | +59.7% | +164.5% | +194.4% |
| All | +452.1% | +1,379.0% | -926.9% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling