+93.9%
ILMN vs TRMB
-31.2%
+125.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -17.3% | +12.4% | -0.8% |
| 7D | -21.6% | -15.7% | -5.9% | -18.5% |
| 30D | -22.9% | -7.8% | -15.1% | -21.5% |
| 3M | +11.6% | -9.3% | +20.9% | +13.9% |
| 6M | +62.5% | -20.8% | +83.4% | +74.1% |
| YTD | +72.7% | -30.8% | +103.5% | +96.7% |
| 1Y | +93.9% | -31.0% | +124.8% | +121.2% |
| All | +93.9% | -31.2% | +125.1% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling