-79.7%
TE vs ILMN
-46.1%
-33.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.3% |
| 7D | -12.6% | -9.7% | -2.9% | -7.6% |
| 30D | -36.7% | -20.4% | -16.3% | -29.6% |
| 3M | -57.5% | +10.0% | -67.5% | -60.6% |
| 6M | -55.2% | +49.5% | -104.7% | -65.2% |
| YTD | -64.7% | +62.5% | -127.2% | -74.6% |
| 1Y | -35.9% | +76.0% | -111.9% | -55.8% |
| 3Y | -31.8% | +94.2% | -126.0% | -57.9% |
| All | -79.7% | -46.1% | -33.5% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling