+115.0%
ILMN vs TECH
+34.5%
+80.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +12.3% | +0.1% | +12.2% | +12.3% |
| 3M | +33.5% | +37.5% | -3.9% | +19.0% |
| 6M | +69.4% | +34.6% | +34.8% | +48.7% |
| YTD | +60.9% | +23.5% | +37.4% | +44.6% |
| 1Y | +115.0% | +34.4% | +80.6% | +80.1% |
| All | +115.0% | +34.5% | +80.4% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling