+93.9%
ILMN vs TECK
+59.3%
+34.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.2% | -5.8% |
| 7D | -21.6% | +2.3% | -23.8% | -21.8% |
| 30D | -22.9% | -5.0% | -17.8% | -22.1% |
| 3M | +11.6% | -0.3% | +11.9% | +11.8% |
| 6M | +62.5% | +13.9% | +48.7% | +59.1% |
| YTD | +72.7% | +35.2% | +37.5% | +63.0% |
| 1Y | +93.9% | +57.5% | +36.3% | +76.4% |
| All | +93.9% | +59.3% | +34.6% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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