+199.0%
MXL vs ILMN
+467.4%
-268.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.6% | +10.1% | +12.3% |
| 7D | -8.8% | -2.6% | -6.3% | -6.9% |
| 30D | -41.9% | -20.6% | -21.2% | -35.8% |
| 3M | -25.4% | +17.5% | -42.9% | -30.3% |
| 6M | -44.0% | +55.6% | -99.6% | -53.3% |
| YTD | +220.8% | +68.3% | +152.4% | +154.9% |
| 1Y | +278.8% | +81.1% | +197.7% | +192.3% |
| 3Y | +249.4% | +112.2% | +137.3% | +140.7% |
| 5Y | -17.3% | -42.6% | +25.3% | -8.9% |
| 10Y | +156.7% | +70.5% | +86.2% | +95.7% |
| All | +199.0% | +467.4% | -268.4% | +59.4% |
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 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