-45.5%
ILMN vs TECH
-40.1%
-5.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -9.7% | +0.2% | -9.9% | -9.8% |
| 30D | -20.4% | +0.3% | -20.7% | -20.5% |
| 3M | +10.0% | +1.3% | +8.7% | +9.3% |
| 6M | +49.5% | +54.0% | -4.5% | +12.6% |
| YTD | +62.5% | +24.3% | +38.2% | +35.0% |
| 1Y | +76.0% | +25.8% | +50.2% | +44.3% |
| 3Y | +94.2% | +26.0% | +68.2% | +50.4% |
| All | -45.5% | -40.1% | -5.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling