+108.7%
ILMN vs TECK
+74.0%
+34.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.5% |
| 7D | -3.9% | +4.9% | -8.7% | -4.6% |
| 30D | +6.9% | +5.2% | +1.7% | +6.0% |
| 3M | +28.1% | +13.8% | +14.3% | +25.0% |
| 6M | +65.0% | +38.5% | +26.5% | +58.0% |
| YTD | +56.3% | +47.3% | +9.0% | +46.9% |
| 1Y | +108.7% | +81.0% | +27.7% | +93.5% |
| All | +108.7% | +74.0% | +34.8% | +93.5% |
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 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