-53.1%
ILMN vs TECK
+207.5%
-260.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.4% | -4.3% |
| 7D | +1.9% | +7.8% | -5.9% | 0.0% |
| 30D | +12.3% | +8.3% | +4.0% | +10.2% |
| 3M | +33.5% | +16.1% | +17.5% | +28.3% |
| 6M | +69.4% | +42.9% | +26.5% | +53.7% |
| YTD | +60.9% | +50.8% | +10.2% | +42.7% |
| 1Y | +115.0% | +106.1% | +8.9% | +74.5% |
| 3Y | +37.0% | +84.0% | -47.0% | +11.6% |
| 5Y | -53.1% | +223.5% | -276.6% | -65.9% |
| All | -53.1% | +207.5% | -260.6% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling