+1,804.5%
MRVL vs ILMN
+32.2%
+1,772.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.7% |
| 7D | +3.2% | +1.2% | +2.0% | +2.5% |
| 30D | +5.9% | +9.2% | -3.2% | +2.1% |
| 3M | -29.3% | +29.8% | -59.2% | -36.8% |
| 6M | +186.5% | +69.2% | +117.3% | +126.8% |
| YTD | +163.4% | +66.4% | +97.1% | +107.6% |
| 1Y | +249.5% | +123.4% | +126.1% | +136.5% |
| 3Y | +289.4% | +33.2% | +256.2% | +215.7% |
| 5Y | +270.2% | -52.0% | +322.2% | +352.5% |
| All | +1,804.5% | +32.2% | +1,772.3% | +1,586.0% |
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