+498.8%
MAR vs ILMN
+54.3%
+444.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | +1.6% | -2.9% | +4.5% | +2.2% |
| 30D | +13.8% | -23.8% | +37.6% | +19.6% |
| 3M | +20.3% | +7.5% | +12.8% | +16.2% |
| 6M | +21.3% | +42.8% | -21.4% | +9.3% |
| YTD | +37.2% | +57.8% | -20.6% | +19.7% |
| 1Y | +48.4% | +72.6% | -24.2% | +26.7% |
| 3Y | +120.1% | +129.3% | -9.2% | +66.9% |
| 5Y | +182.1% | -44.5% | +226.6% | +195.4% |
| All | +498.8% | +54.3% | +444.5% | +410.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling