+36.2%
ILMN vs MKTX
-25.1%
+61.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -3.9% | +0.3% | -4.1% | -3.9% |
| 30D | +6.9% | +1.0% | +5.9% | +6.7% |
| 3M | +28.1% | +40.8% | -12.7% | +21.5% |
| 6M | +65.0% | -10.9% | +75.8% | +68.4% |
| YTD | +56.3% | -8.6% | +64.9% | +58.7% |
| 1Y | +108.7% | -11.6% | +120.3% | +112.8% |
| All | +36.2% | -25.1% | +61.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling