+59.7%
ILMN vs TECK
+211.9%
-152.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.2% | -2.0% |
| 7D | -9.8% | +1.7% | -11.5% | -10.1% |
| 30D | -22.7% | -7.6% | -15.1% | -21.3% |
| 3M | +12.1% | -5.9% | +17.9% | +13.6% |
| 6M | +51.5% | -2.8% | +54.3% | +51.7% |
| YTD | +63.9% | +31.8% | +32.0% | +51.7% |
| 1Y | +76.6% | +49.1% | +27.4% | +58.8% |
| 3Y | +124.6% | +83.0% | +41.6% | +88.8% |
| 5Y | -42.7% | +150.6% | -193.3% | -56.3% |
| 10Y | +59.7% | +219.0% | -159.3% | +0.5% |
| All | +59.7% | +211.9% | -152.3% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling