+8.0%
TMO vs ILMN
-54.6%
+62.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.3% |
| 7D | -0.5% | -3.9% | +3.4% | +0.7% |
| 30D | +1.0% | +6.9% | -5.9% | -1.1% |
| 3M | +22.7% | +28.1% | -5.4% | +13.5% |
| 6M | +19.0% | +65.0% | -45.9% | +1.9% |
| YTD | +4.7% | +56.3% | -51.6% | -9.4% |
| 1Y | +26.0% | +108.7% | -82.7% | -1.1% |
| 3Y | +18.0% | +33.1% | -15.1% | +1.1% |
| 5Y | +8.0% | -54.1% | +62.1% | +23.2% |
| All | +8.0% | -54.6% | +62.6% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling