+2,839.5%
MAR vs ILMN
+1,366.8%
+1,472.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.6% |
| 7D | +4.3% | -9.7% | +14.0% | +5.8% |
| 30D | +16.8% | -20.4% | +37.2% | +20.2% |
| 3M | +16.0% | +10.0% | +6.0% | +13.2% |
| 6M | +16.5% | +49.5% | -33.0% | +8.1% |
| YTD | +35.0% | +62.5% | -27.5% | +23.1% |
| 1Y | +49.4% | +76.0% | -26.6% | +34.4% |
| 3Y | +124.1% | +94.2% | +29.9% | +93.5% |
| 5Y | +159.2% | -46.3% | +205.5% | +164.4% |
| 10Y | +553.9% | +62.7% | +491.2% | +457.3% |
| All | +2,839.5% | +1,366.8% | +1,472.8% | +1,414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling