-45.5%
ILMN vs THC
+274.4%
-319.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | -9.7% | +3.7% | -13.4% | -10.5% |
| 30D | -20.4% | +9.0% | -29.4% | -22.1% |
| 3M | +10.0% | +10.4% | -0.4% | +7.1% |
| 6M | +49.5% | +45.7% | +3.8% | +35.1% |
| YTD | +62.5% | +42.6% | +19.9% | +46.2% |
| 1Y | +76.0% | +38.8% | +37.2% | +59.1% |
| 3Y | +94.2% | +418.8% | -324.7% | +10.1% |
| All | -45.5% | +274.4% | -319.9% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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