+683.8%
TEL vs ILMN
+1,039.3%
-355.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +3.0% | +1.2% | +1.7% | +2.6% |
| 30D | -3.9% | +9.2% | -13.1% | -6.4% |
| 3M | -5.1% | +29.8% | -35.0% | -11.9% |
| 6M | +0.6% | +69.2% | -68.6% | -13.2% |
| YTD | -7.3% | +66.4% | -73.7% | -20.3% |
| 1Y | +1.1% | +123.4% | -122.3% | -20.5% |
| 3Y | +63.7% | +33.2% | +30.5% | +42.3% |
| 5Y | +50.7% | -52.0% | +102.6% | +64.8% |
| 10Y | +290.2% | +33.6% | +256.6% | +207.1% |
| All | +683.8% | +1,039.3% | -355.5% | +198.7% |
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