+77.9%
TEM vs ILMN
+96.1%
-18.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.4% | -4.8% |
| 7D | -5.9% | -2.9% | -3.0% | -3.6% |
| 30D | +4.8% | -23.8% | +28.6% | +25.2% |
| 3M | +31.9% | +7.5% | +24.4% | +26.9% |
| 6M | +56.0% | +42.8% | +13.2% | +25.0% |
| YTD | +21.3% | +57.8% | -36.6% | -9.6% |
| 1Y | +5.4% | +72.6% | -67.2% | -25.6% |
| All | +77.9% | +96.1% | -18.2% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling