-21.2%
TMUS vs ILMN
+92.1%
-113.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +2.0% |
| 7D | +7.5% | -21.6% | +29.0% | +2.8% |
| 30D | -3.3% | -22.9% | +19.5% | -7.1% |
| 3M | -9.7% | +11.6% | -21.3% | -7.9% |
| 6M | -17.2% | +62.5% | -79.8% | -10.5% |
| YTD | -20.3% | +72.7% | -93.1% | -12.5% |
| 1Y | -21.2% | +93.9% | -115.1% | -13.2% |
| All | -21.2% | +92.1% | -113.4% | -13.2% |
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 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