+288.6%
TEL vs ILMN
+28.5%
+260.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.9% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | -4.9% | +12.3% | -17.2% | -8.0% |
| 3M | +0.1% | +33.5% | -33.5% | -8.0% |
| 6M | +0.4% | +69.4% | -69.0% | -13.7% |
| YTD | -8.9% | +60.9% | -69.8% | -21.2% |
| 1Y | -0.3% | +115.0% | -115.3% | -21.4% |
| 3Y | +67.6% | +37.0% | +30.6% | +44.2% |
| 5Y | +50.7% | -53.1% | +103.8% | +69.7% |
| 10Y | +288.6% | +27.6% | +261.1% | +217.0% |
| All | +288.6% | +28.5% | +260.2% | +217.0% |
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