+21.2%
ILMN vs TRMB
+118.7%
-97.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -9.2% | -5.4% | -3.8% | -6.4% |
| 30D | +4.4% | -2.0% | +6.3% | +5.5% |
| 3M | +23.9% | +12.3% | +11.5% | +15.4% |
| 6M | +64.5% | -17.6% | +82.1% | +80.3% |
| YTD | +53.5% | -27.5% | +80.9% | +79.0% |
| 1Y | +110.8% | -29.1% | +139.9% | +148.6% |
| 3Y | +30.7% | +11.5% | +19.2% | +17.5% |
| 5Y | -54.8% | -39.5% | -15.4% | -45.0% |
| All | +21.2% | +118.7% | -97.5% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling