+540.2%
MAR vs ILMN
+60.6%
+479.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.7% |
| 7D | +4.3% | -9.7% | +14.0% | +6.3% |
| 30D | +16.8% | -20.4% | +37.2% | +21.6% |
| 3M | +16.0% | +10.0% | +6.0% | +11.6% |
| 6M | +16.5% | +49.5% | -33.0% | +4.0% |
| YTD | +35.0% | +62.5% | -27.5% | +17.2% |
| 1Y | +49.4% | +76.0% | -26.6% | +27.2% |
| 3Y | +124.1% | +94.2% | +29.9% | +77.4% |
| 5Y | +159.2% | -46.3% | +205.5% | +174.5% |
| All | +540.2% | +60.6% | +479.7% | +455.9% |
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