+41.2%
ILMN vs TECK
+76.5%
-35.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.2% | -0.3% | +1.6% | +1.3% |
| 30D | +9.2% | +4.6% | +4.6% | +8.0% |
| 3M | +29.8% | +2.8% | +27.0% | +28.3% |
| 6M | +69.2% | +24.9% | +44.3% | +58.0% |
| YTD | +66.4% | +44.7% | +21.6% | +47.4% |
| 1Y | +123.4% | +112.0% | +11.4% | +74.2% |
| All | +41.2% | +76.5% | -35.3% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling