+155.6%
TE vs ILMN
+113.9%
+41.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.3% | +13.3% | +10.1% |
| 7D | +18.2% | +1.9% | +16.3% | +18.1% |
| 30D | -13.5% | +12.3% | -25.8% | -13.8% |
| 3M | -44.6% | +33.5% | -78.1% | -45.4% |
| 6M | -24.7% | +69.4% | -94.1% | -27.1% |
| YTD | -24.3% | +60.9% | -85.2% | -27.4% |
| 1Y | +155.6% | +115.0% | +40.6% | +145.7% |
| All | +155.6% | +113.9% | +41.7% | +145.7% |
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