+93.9%
ILMN vs MKTX
+5.4%
+88.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -21.6% | +0.5% | -22.0% | -21.6% |
| 30D | -22.9% | +1.0% | -23.8% | -22.9% |
| 3M | +11.6% | +2.5% | +9.1% | +11.3% |
| 6M | +62.5% | +8.0% | +54.5% | +61.8% |
| YTD | +72.7% | -7.3% | +80.0% | +77.3% |
| 1Y | +93.9% | +4.7% | +89.2% | +93.5% |
| All | +93.9% | +5.4% | +88.5% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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