+93.9%
ILMN vs TENB
+64.9%
+28.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.0% |
| 7D | -21.6% | -2.8% | -18.7% | -21.2% |
| 30D | -22.9% | +22.9% | -45.8% | -24.2% |
| 3M | +11.6% | +31.7% | -20.1% | +8.7% |
| 6M | +62.5% | +127.3% | -64.7% | +47.6% |
| YTD | +72.7% | +101.2% | -28.5% | +63.5% |
| 1Y | +93.9% | +68.7% | +25.1% | +94.0% |
| All | +93.9% | +64.9% | +28.9% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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