+37.0%
ILMN vs TENB
-24.7%
+61.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | +1.9% | -5.0% | +6.9% | +3.0% |
| 30D | +12.3% | -7.4% | +19.7% | +13.5% |
| 3M | +33.5% | +22.3% | +11.3% | +24.1% |
| 6M | +69.4% | +60.2% | +9.2% | +43.6% |
| YTD | +60.9% | +43.2% | +17.7% | +40.9% |
| 1Y | +115.0% | +8.2% | +106.8% | +108.1% |
| 3Y | +37.0% | -23.8% | +60.8% | +46.8% |
| All | +37.0% | -24.7% | +61.7% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling