+51.5%
MRVL vs ILMN
+74.0%
-22.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.3% | +4.9% |
| 7D | -28.1% | -9.7% | -18.4% | -25.3% |
| 30D | -50.4% | -20.4% | -30.0% | -46.4% |
| 3M | -32.9% | +10.0% | -42.9% | -32.4% |
| 6M | -17.9% | +49.5% | -67.4% | -17.7% |
| YTD | +66.4% | +62.5% | +3.9% | +65.5% |
| 1Y | +51.5% | +76.0% | -24.4% | +50.4% |
| All | +51.5% | +74.0% | -22.5% | +50.4% |
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