+49.4%
MAR vs ILMN
+74.0%
-24.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | +4.3% | -9.7% | +14.0% | +4.8% |
| 30D | +16.8% | -20.4% | +37.2% | +17.9% |
| 3M | +16.0% | +10.0% | +6.0% | +14.0% |
| 6M | +16.5% | +49.5% | -33.0% | +10.9% |
| YTD | +35.0% | +62.5% | -27.5% | +23.9% |
| 1Y | +49.4% | +76.0% | -26.6% | +30.0% |
| All | +49.4% | +74.0% | -24.6% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling