+27.8%
ILMN vs TECK
+372.8%
-345.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -3.9% | +4.9% | -8.7% | -4.9% |
| 30D | +6.9% | +5.2% | +1.7% | +5.7% |
| 3M | +28.1% | +13.8% | +14.3% | +24.1% |
| 6M | +65.0% | +38.5% | +26.5% | +52.2% |
| YTD | +56.3% | +47.3% | +9.0% | +41.2% |
| 1Y | +108.7% | +81.0% | +27.7% | +79.3% |
| 3Y | +33.1% | +79.9% | -46.8% | +11.9% |
| 5Y | -54.1% | +207.9% | -262.0% | -66.6% |
| 10Y | +27.8% | +389.5% | -361.6% | -25.5% |
| All | +27.8% | +372.8% | -345.0% | -25.5% |
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