-53.1%
ILMN vs TENB
-28.0%
-25.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | +1.9% | -5.0% | +6.9% | +3.5% |
| 30D | +12.3% | -7.4% | +19.7% | +14.0% |
| 3M | +33.5% | +22.3% | +11.3% | +21.0% |
| 6M | +69.4% | +60.2% | +9.2% | +36.7% |
| YTD | +60.9% | +43.2% | +17.7% | +33.9% |
| 1Y | +115.0% | +8.2% | +106.8% | +99.8% |
| 3Y | +37.0% | -23.8% | +60.8% | +41.4% |
| 5Y | -53.1% | -26.9% | -26.3% | -53.3% |
| All | -53.1% | -28.0% | -25.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling