-31.8%
TE vs ILMN
+88.1%
-119.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.5% |
| 7D | -12.6% | -9.7% | -2.9% | -8.3% |
| 30D | -36.7% | -20.4% | -16.3% | -30.8% |
| 3M | -57.5% | +10.0% | -67.5% | -60.1% |
| 6M | -55.2% | +49.5% | -104.7% | -64.0% |
| YTD | -64.7% | +62.5% | -127.2% | -73.6% |
| 1Y | -35.9% | +76.0% | -111.9% | -54.0% |
| 3Y | -31.8% | +94.2% | -126.0% | -60.8% |
| All | -31.8% | +88.1% | -119.8% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling