+447.2%
MRK vs ILMN
+1,366.8%
-919.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | -1.9% | -9.7% | +7.8% | -1.1% |
| 30D | +2.8% | -20.4% | +23.2% | +4.4% |
| 3M | +15.0% | +10.0% | +5.0% | +13.4% |
| 6M | +30.9% | +49.5% | -18.6% | +25.6% |
| YTD | +42.3% | +62.5% | -20.2% | +35.1% |
| 1Y | +76.1% | +76.0% | +0.1% | +66.1% |
| 3Y | +54.1% | +94.2% | -40.1% | +42.1% |
| 5Y | +109.5% | -46.3% | +155.8% | +110.6% |
| 10Y | +254.8% | +62.7% | +192.0% | +221.8% |
| All | +447.2% | +1,366.8% | -919.6% | +297.1% |
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 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