+19.7%
TMO vs ILMN
+71.2%
-51.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.0% | -1.6% |
| 7D | -4.5% | -28.3% | +23.7% | +4.9% |
| 30D | +3.1% | -24.0% | +27.1% | +10.8% |
| 3M | +17.2% | +4.1% | +13.2% | +12.2% |
| 6M | +45.3% | +49.6% | -4.3% | +22.1% |
| YTD | +17.1% | +58.6% | -41.4% | -5.4% |
| 1Y | +19.7% | +69.9% | -50.2% | -6.9% |
| All | +19.7% | +71.2% | -51.5% | -6.9% |
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