-28.0%
ILMN vs TENB
+3.0%
-31.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +1.2% | -9.1% | +10.3% | +4.2% |
| 30D | +9.2% | -4.9% | +14.0% | +9.9% |
| 3M | +29.8% | +16.9% | +12.9% | +20.2% |
| 6M | +69.2% | +68.0% | +1.2% | +36.7% |
| YTD | +66.4% | +45.6% | +20.8% | +39.5% |
| 1Y | +123.4% | +12.7% | +110.7% | +104.5% |
| 3Y | +33.2% | -24.4% | +57.6% | +36.2% |
| 5Y | -52.0% | -26.7% | -25.2% | -52.5% |
| All | -28.0% | +3.0% | -31.0% | -44.7% |
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 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