+33.9%
TER vs ILMN
+79.5%
-45.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.6% | +9.1% | +11.2% |
| 7D | -5.8% | -2.6% | -3.2% | -4.2% |
| 30D | -38.9% | -20.6% | -18.3% | -33.7% |
| 3M | -35.1% | +17.5% | -52.6% | -37.8% |
| 6M | -31.6% | +55.6% | -87.2% | -39.0% |
| YTD | +27.2% | +68.3% | -41.1% | +4.7% |
| All | +33.9% | +79.5% | -45.6% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling