+285.8%
TEL vs ILMN
+54.3%
+231.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +4.5% | -2.9% | +7.4% | +5.3% |
| 30D | +2.9% | -23.8% | +26.7% | +9.9% |
| 3M | +1.1% | +7.5% | -6.3% | -2.3% |
| 6M | +5.0% | +42.8% | -37.8% | -6.7% |
| YTD | -3.9% | +57.8% | -61.7% | -17.8% |
| 1Y | -7.4% | +72.6% | -80.1% | -22.8% |
| 3Y | +81.0% | +129.3% | -48.4% | +31.9% |
| 5Y | +42.3% | -44.5% | +86.8% | +51.4% |
| All | +285.8% | +54.3% | +231.5% | +223.1% |
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