+1,221.8%
MKSI vs ILMN
+1,401.8%
-180.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.8% | +4.6% |
| 7D | +1.8% | +1.2% | +0.6% | +1.4% |
| 30D | -16.8% | +9.2% | -26.0% | -18.8% |
| 3M | -21.1% | +29.8% | -50.9% | -26.4% |
| 6M | +10.8% | +69.2% | -58.4% | -3.3% |
| YTD | +63.3% | +66.4% | -3.0% | +42.3% |
| 1Y | +157.0% | +123.4% | +33.6% | +107.0% |
| 3Y | +163.7% | +33.2% | +130.6% | +137.9% |
| 5Y | +82.0% | -52.0% | +133.9% | +101.0% |
| 10Y | +467.2% | +33.6% | +433.6% | +397.6% |
| All | +1,221.8% | +1,401.8% | -180.0% | +407.7% |
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 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