-47.3%
TE vs ILMN
-51.8%
+4.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | -4.0% | +1.2% | -5.2% | -4.5% |
| 30D | -15.9% | +9.2% | -25.1% | -20.0% |
| 3M | -60.5% | +29.8% | -90.4% | -66.0% |
| 6M | -35.2% | +69.2% | -104.4% | -52.1% |
| YTD | -31.1% | +66.4% | -97.5% | -49.9% |
| 1Y | +148.6% | +123.4% | +25.2% | +48.2% |
| 3Y | -26.4% | +33.2% | -59.6% | -42.4% |
| All | -47.3% | -51.8% | +4.5% | -21.4% |
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 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