+83.1%
MKSI vs ILMN
-55.2%
+138.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | +4.9% | -9.2% | +14.1% | +9.0% |
| 30D | -11.0% | +4.4% | -15.3% | -13.1% |
| 3M | -17.1% | +23.9% | -41.0% | -25.2% |
| 6M | +16.4% | +64.5% | -48.1% | -7.6% |
| YTD | +64.3% | +53.5% | +10.8% | +33.0% |
| 1Y | +137.7% | +110.8% | +27.0% | +64.4% |
| 3Y | +189.1% | +30.7% | +158.4% | +132.6% |
| 5Y | +83.1% | -54.8% | +138.0% | +113.7% |
| All | +83.1% | -55.2% | +138.3% | +113.7% |
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 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