+32.3%
ILMN vs TECH
+187.0%
-154.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.2% | +0.7% | +8.5% | +8.7% |
| 3M | +29.8% | +36.3% | -6.5% | +6.0% |
| 6M | +69.2% | +25.6% | +43.6% | +40.7% |
| YTD | +66.4% | +23.7% | +42.7% | +38.2% |
| 1Y | +123.4% | +37.6% | +85.8% | +72.4% |
| 3Y | +33.2% | -6.6% | +39.8% | +27.1% |
| 5Y | -52.0% | -42.2% | -9.7% | -39.2% |
| All | +32.3% | +187.0% | -154.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling