+82.7%
MRVL vs ILMN
+92.1%
-9.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.9% | -2.2% | -5.6% |
| 7D | -36.5% | -21.6% | -14.9% | -32.2% |
| 30D | -41.1% | -22.9% | -18.2% | -37.0% |
| 3M | -26.9% | +11.6% | -38.5% | -27.9% |
| 6M | -2.3% | +62.5% | -64.9% | -5.6% |
| YTD | +88.4% | +72.7% | +15.6% | +78.9% |
| 1Y | +82.7% | +93.9% | -11.1% | +65.6% |
| All | +82.7% | +92.1% | -9.4% | +65.6% |
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