-50.0%
TE vs ILMN
-37.4%
-12.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.8% |
| 7D | +15.0% | -3.9% | +18.9% | +16.7% |
| 30D | -7.5% | +6.9% | -14.4% | -10.3% |
| 3M | -42.0% | +28.1% | -70.1% | -48.4% |
| 6M | -31.4% | +65.0% | -96.4% | -45.4% |
| YTD | -26.5% | +56.3% | -82.8% | -41.3% |
| 1Y | +153.1% | +108.7% | +44.4% | +74.5% |
| 3Y | -20.7% | +33.1% | -53.8% | -35.1% |
| 5Y | -45.4% | -54.1% | +8.7% | -44.3% |
| All | -50.0% | -37.4% | -12.6% | -50.4% |
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