+131.4%
MKSI vs ILMN
+115.7%
+15.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.5% |
| 7D | +2.7% | -5.4% | +8.1% | +4.0% |
| 30D | -12.8% | +7.0% | -19.8% | -14.4% |
| 3M | -22.5% | +24.2% | -46.7% | -26.9% |
| 6M | +19.4% | +69.9% | -50.5% | +3.0% |
| YTD | +67.7% | +57.4% | +10.3% | +47.5% |
| 1Y | +131.4% | +107.9% | +23.5% | +85.1% |
| All | +131.4% | +115.7% | +15.7% | +85.1% |
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