+9,737.8%
ILMN vs TECK
+1,995.8%
+7,742.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -6.0% | -1.2% | -4.8% | -5.7% |
| 30D | -23.0% | -5.7% | -17.3% | -22.1% |
| 3M | +10.4% | -3.6% | +14.0% | +11.3% |
| 6M | +49.4% | -2.2% | +51.6% | +49.4% |
| YTD | +62.3% | +33.6% | +28.8% | +51.7% |
| 1Y | +73.7% | +49.0% | +24.7% | +58.7% |
| 3Y | +122.5% | +85.4% | +37.1% | +91.7% |
| 5Y | -43.2% | +138.5% | -181.7% | -54.6% |
| 10Y | +59.0% | +218.0% | -159.0% | +8.9% |
| All | +9,737.8% | +1,995.8% | +7,742.1% | +4,171.1% |
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 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