+6,856.0%
ILMN vs MKTX
+1,446.2%
+5,409.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +9.2% | +1.1% | +8.1% | +8.9% |
| 3M | +29.8% | +36.1% | -6.3% | +19.7% |
| 6M | +69.2% | -12.9% | +82.1% | +72.5% |
| YTD | +66.4% | -8.5% | +74.9% | +67.5% |
| 1Y | +123.4% | -7.5% | +131.0% | +123.9% |
| 3Y | +33.2% | -28.3% | +61.5% | +38.4% |
| 5Y | -52.0% | -63.3% | +11.3% | -42.4% |
| 10Y | +33.6% | +4.5% | +29.1% | +25.9% |
| All | +6,856.0% | +1,446.2% | +5,409.7% | +3,473.8% |
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