+802.8%
TEAM vs ILMN
+24.4%
+778.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -2.0% |
| 7D | -0.4% | +1.2% | -1.7% | -0.9% |
| 30D | +67.3% | +9.2% | +58.1% | +60.2% |
| 3M | +86.8% | +29.8% | +56.9% | +64.0% |
| 6M | +146.8% | +69.2% | +77.6% | +92.9% |
| YTD | +16.9% | +66.4% | -49.5% | -8.3% |
| 1Y | +12.8% | +123.4% | -110.6% | -24.2% |
| 3Y | -7.3% | +33.2% | -40.4% | -25.3% |
| 5Y | -50.7% | -52.0% | +1.3% | -40.3% |
| 10Y | +529.8% | +33.6% | +496.2% | +432.3% |
| All | +802.8% | +24.4% | +778.3% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling