+328.6%
TMO vs ILMN
+28.7%
+299.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.3% |
| 7D | -0.6% | -5.4% | +4.7% | +1.0% |
| 30D | +1.1% | +7.0% | -5.9% | -1.1% |
| 3M | +28.3% | +24.2% | +4.1% | +19.5% |
| 6M | +23.3% | +69.9% | -46.7% | +3.9% |
| YTD | +5.5% | +57.4% | -52.0% | -9.5% |
| 1Y | +24.5% | +107.9% | -83.3% | -3.1% |
| 3Y | +19.6% | +37.1% | -17.6% | +1.7% |
| 5Y | +8.1% | -53.7% | +61.8% | +22.2% |
| All | +328.6% | +28.7% | +299.9% | +247.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling