+460.1%
TEAM vs ILMN
+60.6%
+399.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.5% | -18.6% | -17.2% |
| 7D | -19.8% | -9.7% | -10.2% | -16.5% |
| 30D | -21.5% | -20.4% | -1.1% | -14.5% |
| 3M | +39.5% | +10.0% | +29.5% | +29.3% |
| 6M | +73.1% | +49.5% | +23.6% | +37.2% |
| YTD | -5.2% | +62.5% | -67.7% | -27.9% |
| 1Y | -1.6% | +76.0% | -77.5% | -27.9% |
| 3Y | -11.4% | +94.2% | -105.6% | -43.1% |
| 5Y | -65.1% | -46.3% | -18.8% | -59.5% |
| All | +460.1% | +60.6% | +399.5% | +400.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling