+6,498.6%
ILMN vs MKTX
+1,471.0%
+5,027.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -23.8% | +0.9% | -24.7% | -24.0% |
| 3M | +7.5% | +2.6% | +4.9% | +6.8% |
| 6M | +42.8% | +20.4% | +22.3% | +35.3% |
| YTD | +57.8% | -7.1% | +64.9% | +58.3% |
| 1Y | +72.6% | -2.8% | +75.4% | +71.2% |
| 3Y | +129.3% | -21.7% | +151.1% | +134.2% |
| 5Y | -44.5% | -54.5% | +10.0% | -36.4% |
| 10Y | +54.5% | +13.0% | +41.6% | +43.3% |
| All | +6,498.6% | +1,471.0% | +5,027.6% | +3,277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling