+514.9%
MKSI vs ILMN
+28.7%
+486.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.0% |
| 7D | +2.7% | -5.4% | +8.1% | +5.1% |
| 30D | -12.8% | +7.0% | -19.8% | -15.9% |
| 3M | -22.5% | +24.2% | -46.7% | -30.5% |
| 6M | +19.4% | +69.9% | -50.5% | -7.3% |
| YTD | +67.7% | +57.4% | +10.3% | +33.3% |
| 1Y | +131.4% | +107.9% | +23.5% | +59.7% |
| 3Y | +197.3% | +37.1% | +160.2% | +137.3% |
| 5Y | +87.0% | -53.7% | +140.6% | +126.3% |
| All | +514.9% | +28.7% | +486.2% | +395.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling