+115.0%
ILMN vs TRMB
-27.5%
+142.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.3% | -1.2% | +13.5% | +12.7% |
| 3M | +33.5% | +9.6% | +23.9% | +29.6% |
| 6M | +69.4% | -16.1% | +85.5% | +81.8% |
| YTD | +60.9% | -25.0% | +85.9% | +85.5% |
| 1Y | +115.0% | -27.7% | +142.7% | +151.1% |
| All | +115.0% | -27.5% | +142.4% | +151.1% |
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