+631.8%
TEAM vs ILMN
+21.5%
+610.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.5% | -18.6% | -17.2% |
| 7D | -19.8% | -9.7% | -10.2% | -16.7% |
| 30D | -21.5% | -20.4% | -1.1% | -14.8% |
| 3M | +39.5% | +10.0% | +29.5% | +29.9% |
| 6M | +73.1% | +49.5% | +23.6% | +39.0% |
| YTD | -5.2% | +62.5% | -67.7% | -26.7% |
| 1Y | -1.6% | +76.0% | -77.5% | -26.6% |
| 3Y | -11.4% | +94.2% | -105.6% | -41.4% |
| 5Y | -65.1% | -46.3% | -18.8% | -60.4% |
| 10Y | +471.3% | +62.7% | +408.6% | +359.4% |
| All | +631.8% | +21.5% | +610.3% | +527.6% |
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