+677.7%
TEL vs ILMN
+1,012.7%
-335.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.3% |
| 7D | -2.8% | -9.7% | +6.9% | -0.3% |
| 30D | -4.1% | -20.4% | +16.3% | +1.1% |
| 3M | -3.4% | +10.0% | -13.4% | -7.1% |
| 6M | -3.5% | +49.5% | -53.0% | -14.8% |
| YTD | -8.0% | +62.5% | -70.5% | -21.3% |
| 1Y | -13.7% | +76.0% | -89.7% | -27.7% |
| 3Y | +71.9% | +94.2% | -22.2% | +33.9% |
| 5Y | +40.9% | -46.3% | +87.2% | +47.9% |
| 10Y | +293.3% | +62.7% | +230.6% | +194.6% |
| All | +677.7% | +1,012.7% | -335.1% | +194.8% |
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