+24.5%
TMO vs ILMN
+115.7%
-91.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.4% |
| 7D | -0.6% | -5.4% | +4.7% | +0.9% |
| 30D | +1.1% | +7.0% | -5.9% | -0.9% |
| 3M | +28.3% | +24.2% | +4.1% | +20.3% |
| 6M | +23.3% | +69.9% | -46.7% | +6.3% |
| YTD | +5.5% | +57.4% | -52.0% | -7.7% |
| 1Y | +24.5% | +107.9% | -83.3% | +2.8% |
| All | +24.5% | +115.7% | -91.2% | +2.8% |
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