-33.6%
ILMN vs TENB
-3.6%
-30.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.3% |
| 7D | -9.2% | -7.1% | -2.1% | -7.1% |
| 30D | +4.4% | -15.4% | +19.7% | +9.0% |
| 3M | +23.9% | +19.5% | +4.4% | +13.8% |
| 6M | +64.5% | +54.8% | +9.7% | +36.4% |
| YTD | +53.5% | +36.1% | +17.3% | +31.4% |
| 1Y | +110.8% | +7.0% | +103.8% | +96.0% |
| 3Y | +30.7% | -27.6% | +58.2% | +35.4% |
| 5Y | -54.8% | -30.5% | -24.4% | -54.6% |
| All | -33.6% | -3.6% | -30.0% | -47.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling