+986.5%
ILMN vs TDY
+3,118.6%
-2,132.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.9% | +4.1% | -6.9% | -4.5% |
| 30D | -23.8% | +5.7% | -29.5% | -25.3% |
| 3M | +7.5% | -4.4% | +11.9% | +9.8% |
| 6M | +42.8% | +1.2% | +41.5% | +41.7% |
| YTD | +57.8% | +26.0% | +31.8% | +41.6% |
| 1Y | +72.6% | +27.4% | +45.2% | +54.2% |
| 3Y | +129.3% | +67.5% | +61.8% | +81.2% |
| 5Y | -44.5% | +44.9% | -89.4% | -53.3% |
| 10Y | +54.5% | +440.9% | -386.4% | -26.9% |
| All | +986.5% | +3,118.6% | -2,132.1% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling