-54.1%
ILMN vs MKTX
-61.3%
+7.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +28.1% | +40.8% | -12.7% | +14.1% |
| 6M | +65.0% | -10.9% | +75.8% | +70.3% |
| YTD | +56.3% | -8.6% | +64.9% | +59.7% |
| 1Y | +108.7% | -11.6% | +120.3% | +115.1% |
| 3Y | +33.1% | -24.5% | +57.6% | +37.5% |
| 5Y | -54.1% | -60.7% | +6.6% | -44.1% |
| All | -54.1% | -61.3% | +7.2% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling