-84.3%
TE vs ILMN
-44.7%
-39.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -19.1% | -2.9% | -16.2% | -17.9% |
| 30D | -34.1% | -23.8% | -10.3% | -25.0% |
| 3M | -60.1% | +7.5% | -67.6% | -62.6% |
| 6M | -66.0% | +42.8% | -108.7% | -73.0% |
| YTD | -71.4% | +57.8% | -129.2% | -79.1% |
| 1Y | -45.3% | +72.6% | -117.9% | -62.0% |
| 3Y | +9.1% | +129.3% | -120.2% | -40.6% |
| All | -84.3% | -44.7% | -39.7% | -79.5% |
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