+161.8%
MAR vs ILMN
-51.8%
+213.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -4.2% | +1.2% | -5.4% | -4.4% |
| 30D | -6.7% | +9.2% | -15.9% | -8.3% |
| 3M | -12.5% | +29.8% | -42.3% | -16.9% |
| 6M | +0.6% | +69.2% | -68.6% | -9.5% |
| YTD | +9.1% | +66.4% | -57.3% | -2.0% |
| 1Y | +26.2% | +123.4% | -97.2% | +5.8% |
| 3Y | +68.2% | +33.2% | +35.0% | +51.6% |
| All | +161.8% | -51.8% | +213.7% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling