+991.7%
ILMN vs THC
+261.1%
+730.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.0% | -6.2% | -7.9% |
| 7D | -28.3% | +5.9% | -34.2% | -29.1% |
| 30D | -24.0% | +10.8% | -34.8% | -25.4% |
| 3M | +4.1% | +9.4% | -5.4% | +2.1% |
| 6M | +49.6% | +53.3% | -3.7% | +37.7% |
| YTD | +58.6% | +44.2% | +14.4% | +46.6% |
| 1Y | +69.9% | +37.3% | +32.6% | +58.1% |
| 3Y | +82.9% | +421.6% | -338.7% | +32.1% |
| 5Y | -47.6% | +279.8% | -327.4% | -61.0% |
| 10Y | +58.8% | +1,513.9% | -1,455.0% | -19.5% |
| All | +991.7% | +261.1% | +730.6% | +603.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling