+238.4%
TMUS vs ILMN
+60.6%
+177.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.6% |
| 7D | +3.6% | -9.7% | +13.2% | +4.5% |
| 30D | -3.4% | -20.4% | +17.0% | -1.8% |
| 3M | -9.5% | +10.0% | -19.5% | -11.9% |
| 6M | -15.2% | +49.5% | -64.7% | -21.0% |
| YTD | -18.9% | +62.5% | -81.4% | -25.8% |
| 1Y | -17.7% | +76.0% | -93.7% | -25.7% |
| 3Y | +15.6% | +94.2% | -78.5% | -1.3% |
| 5Y | +38.9% | -46.3% | +85.2% | +49.9% |
| All | +238.4% | +60.6% | +177.8% | +180.0% |
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