+67.0%
MAR vs ILMN
+32.3%
+34.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | -0.5% | -3.9% | +3.4% | +0.1% |
| 30D | -4.7% | +6.9% | -11.6% | -5.8% |
| 3M | -15.6% | +28.1% | -43.7% | -19.2% |
| 6M | +1.2% | +65.0% | -63.7% | -7.5% |
| YTD | +7.5% | +56.3% | -48.8% | -1.4% |
| 1Y | +26.6% | +108.7% | -82.1% | +9.1% |
| All | +67.0% | +32.3% | +34.7% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling