-25.8%
TE vs ILMN
+92.1%
-118.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -2.8% |
| 7D | +3.8% | -21.6% | +25.4% | +6.6% |
| 30D | -26.2% | -22.9% | -3.4% | -24.4% |
| 3M | -49.7% | +11.6% | -61.3% | -49.4% |
| 6M | -46.5% | +62.5% | -109.0% | -49.1% |
| YTD | -59.1% | +72.7% | -131.9% | -66.0% |
| 1Y | -25.8% | +93.9% | -119.7% | -48.9% |
| All | -25.8% | +92.1% | -118.0% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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