-54.8%
ILMN vs TDY
+34.3%
-89.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -9.2% | -1.9% | -7.3% | -8.2% |
| 30D | +4.4% | -12.5% | +16.9% | +12.7% |
| 3M | +23.9% | -0.8% | +24.7% | +23.4% |
| 6M | +64.5% | -9.0% | +73.5% | +72.1% |
| YTD | +53.5% | +16.8% | +36.7% | +34.3% |
| 1Y | +110.8% | +9.5% | +101.3% | +92.6% |
| 3Y | +30.7% | +45.4% | -14.8% | -3.6% |
| 5Y | -54.8% | +37.8% | -92.7% | -66.5% |
| All | -54.8% | +34.3% | -89.1% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling