+457.3%
MRK vs ILMN
+1,401.8%
-944.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | +17.1% | +9.2% | +8.0% | +16.3% |
| 3M | +25.9% | +29.8% | -3.9% | +23.0% |
| 6M | +26.8% | +69.2% | -42.4% | +20.9% |
| YTD | +44.9% | +66.4% | -21.5% | +38.1% |
| 1Y | +84.8% | +123.4% | -38.6% | +71.2% |
| 3Y | +50.1% | +33.2% | +16.9% | +43.3% |
| 5Y | +127.4% | -52.0% | +179.4% | +131.9% |
| 10Y | +240.0% | +33.6% | +206.3% | +213.5% |
| All | +457.3% | +1,401.8% | -944.5% | +305.8% |
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