+195.7%
MRVL vs ILMN
+118.2%
+77.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.2% |
| 7D | +11.0% | -2.9% | +13.9% | +12.3% |
| 30D | -36.1% | -23.8% | -12.3% | -29.1% |
| 3M | -29.4% | +7.5% | -36.9% | -30.9% |
| 6M | -11.9% | +42.8% | -54.6% | -21.6% |
| YTD | +84.8% | +57.8% | +26.9% | +56.6% |
| 1Y | +79.4% | +72.6% | +6.8% | +46.6% |
| 3Y | +195.7% | +129.3% | +66.4% | +111.4% |
| All | +195.7% | +118.2% | +77.5% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling