+1,240.8%
MRVL vs ILMN
+1,366.8%
-126.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.3% | +5.1% |
| 7D | -28.1% | -9.7% | -18.4% | -25.9% |
| 30D | -50.4% | -20.4% | -30.0% | -47.2% |
| 3M | -32.9% | +10.0% | -42.9% | -34.5% |
| 6M | -17.9% | +49.5% | -67.4% | -25.9% |
| YTD | +66.4% | +62.5% | +3.9% | +45.6% |
| 1Y | +51.5% | +76.0% | -24.4% | +29.8% |
| 3Y | +177.9% | +94.2% | +83.7% | +126.0% |
| 5Y | +100.0% | -46.3% | +146.3% | +118.1% |
| 10Y | +1,108.1% | +62.7% | +1,045.4% | +925.0% |
| All | +1,240.8% | +1,366.8% | -126.0% | +373.5% |
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