+23.7%
MAR vs ILMN
+113.9%
-90.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | -1.7% | +1.9% | -3.6% | -1.8% |
| 30D | -6.9% | +12.3% | -19.2% | -7.3% |
| 3M | -15.8% | +33.5% | -49.4% | -16.8% |
| 6M | +1.9% | +69.4% | -67.4% | -0.4% |
| YTD | +6.6% | +60.9% | -54.3% | +4.1% |
| 1Y | +23.7% | +115.0% | -91.3% | +21.3% |
| All | +23.7% | +113.9% | -90.2% | +21.3% |
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