+70.5%
ILMN vs TECH
+204.1%
-133.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -20.6% | +0.5% | -21.1% | -20.9% |
| 3M | +17.5% | +0.9% | +16.6% | +17.0% |
| 6M | +55.6% | +51.0% | +4.6% | +19.2% |
| YTD | +68.3% | +24.4% | +44.0% | +39.7% |
| 1Y | +81.1% | +27.6% | +53.5% | +47.2% |
| 3Y | +112.2% | +29.9% | +82.2% | +63.6% |
| 5Y | -42.6% | -40.6% | -1.9% | -28.3% |
| 10Y | +70.5% | +196.7% | -126.3% | -32.6% |
| All | +70.5% | +204.1% | -133.7% | -32.6% |
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