+9,982.3%
ILMN vs TECK
+2,171.4%
+7,810.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +1.2% | -0.3% | +1.6% | +1.3% |
| 30D | +9.2% | +4.6% | +4.6% | +8.3% |
| 3M | +29.8% | +2.8% | +27.0% | +28.8% |
| 6M | +69.2% | +24.9% | +44.3% | +61.0% |
| YTD | +66.4% | +44.7% | +21.6% | +53.1% |
| 1Y | +123.4% | +112.0% | +11.4% | +90.2% |
| 3Y | +33.2% | +67.6% | -34.4% | +16.6% |
| 5Y | -52.0% | +200.3% | -252.3% | -63.4% |
| 10Y | +33.6% | +358.2% | -324.6% | -14.6% |
| All | +9,982.3% | +2,171.4% | +7,810.8% | +4,210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling