+9.1%
TE vs ILMN
+118.2%
-109.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | -19.1% | -2.9% | -16.2% | -18.1% |
| 30D | -34.1% | -23.8% | -10.3% | -27.2% |
| 3M | -60.1% | +7.5% | -67.6% | -61.8% |
| 6M | -66.0% | +42.8% | -108.7% | -71.5% |
| YTD | -71.4% | +57.8% | -129.2% | -77.7% |
| 1Y | -45.3% | +72.6% | -117.9% | -59.1% |
| 3Y | +9.1% | +129.3% | -120.2% | -41.6% |
| All | +9.1% | +118.2% | -109.1% | -41.6% |
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