-32.4%
ILMN vs TENB
+1.3%
-33.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -3.9% | -1.7% | -2.2% | -3.3% |
| 30D | +6.9% | -8.3% | +15.1% | +8.8% |
| 3M | +28.1% | +26.2% | +1.9% | +15.7% |
| 6M | +65.0% | +60.2% | +4.8% | +35.4% |
| YTD | +56.3% | +43.1% | +13.2% | +31.8% |
| 1Y | +108.7% | +9.4% | +99.4% | +93.0% |
| 3Y | +33.1% | -23.9% | +56.9% | +35.8% |
| 5Y | -54.1% | -28.2% | -25.9% | -54.3% |
| All | -32.4% | +1.3% | -33.7% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling