-76.7%
TE vs ILMN
-32.6%
-44.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -4.4% |
| 7D | -10.5% | -2.6% | -8.0% | -9.2% |
| 30D | -32.4% | -20.6% | -11.8% | -26.2% |
| 3M | -60.9% | +17.5% | -78.3% | -64.0% |
| 6M | -62.8% | +55.6% | -118.4% | -70.0% |
| YTD | -65.7% | +68.3% | -134.0% | -73.8% |
| 1Y | -39.9% | +81.1% | -121.0% | -55.4% |
| 3Y | +10.6% | +112.2% | -101.5% | -25.6% |
| 5Y | -79.7% | -42.6% | -37.1% | -80.2% |
| All | -76.7% | -32.6% | -44.1% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling