+4,222.3%
TMO vs ILMN
+1,365.4%
+2,856.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +1.6% | -6.0% | +7.6% | +2.8% |
| 30D | +8.4% | -23.0% | +31.4% | +13.0% |
| 3M | +18.7% | +10.4% | +8.3% | +15.9% |
| 6M | +58.9% | +49.4% | +9.4% | +46.8% |
| YTD | +24.2% | +62.3% | -38.1% | +12.7% |
| 1Y | +22.8% | +73.7% | -50.9% | +10.1% |
| 3Y | +61.6% | +122.5% | -60.9% | +36.2% |
| 5Y | +15.3% | -43.2% | +58.5% | +18.5% |
| 10Y | +388.1% | +59.0% | +329.2% | +322.3% |
| All | +4,222.3% | +1,365.4% | +2,856.9% | +2,103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling