-29.7%
ILMN vs TENB
+29.2%
-58.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.6% |
| 7D | -6.0% | -9.3% | +3.3% | -3.1% |
| 30D | -23.0% | +5.3% | -28.3% | -24.5% |
| 3M | +10.4% | +13.5% | -3.0% | +4.2% |
| 6M | +49.4% | +101.5% | -52.0% | +14.0% |
| YTD | +62.3% | +82.4% | -20.1% | +25.7% |
| 1Y | +73.7% | +53.0% | +20.6% | +42.8% |
| 3Y | +122.5% | +14.8% | +107.8% | +98.8% |
| 5Y | -43.2% | -21.2% | -22.0% | -45.6% |
| All | -29.7% | +29.2% | -58.9% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling