+21.2%
ILMN vs TRI
+191.2%
-170.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -9.2% | -14.4% | +5.2% | -3.6% |
| 30D | +4.4% | -8.1% | +12.5% | +7.6% |
| 3M | +23.9% | +17.5% | +6.3% | +13.1% |
| 6M | +64.5% | -5.0% | +69.5% | +62.9% |
| YTD | +53.5% | -24.7% | +78.2% | +68.8% |
| 1Y | +110.8% | -41.5% | +152.3% | +165.8% |
| 3Y | +30.7% | -20.3% | +51.0% | +31.1% |
| 5Y | -54.8% | -10.9% | -43.9% | -58.4% |
| All | +21.2% | +191.2% | -170.0% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling