+1,018.6%
ILMN vs TRMB
+659.4%
+359.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | -9.7% | -16.7% | +7.0% | -4.1% |
| 30D | -20.4% | -9.9% | -10.5% | -17.8% |
| 3M | +10.0% | -7.6% | +17.6% | +12.3% |
| 6M | +49.5% | -14.7% | +64.2% | +55.9% |
| YTD | +62.5% | -30.9% | +93.4% | +81.7% |
| 1Y | +76.0% | -31.3% | +107.3% | +97.0% |
| 3Y | +94.2% | +29.4% | +64.7% | +73.7% |
| 5Y | -46.3% | -37.4% | -9.0% | -38.7% |
| 10Y | +62.7% | +109.2% | -46.4% | +22.5% |
| All | +1,018.6% | +659.4% | +359.2% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling