+239.9%
TMUS vs ILMN
+56.2%
+183.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +6.5% | +0.7% | +5.8% | +6.4% |
| 30D | +11.3% | -22.7% | +34.0% | +13.5% |
| 3M | -2.9% | +8.6% | -11.5% | -5.4% |
| 6M | -10.5% | +43.8% | -54.4% | -16.4% |
| YTD | -14.4% | +59.8% | -74.2% | -21.7% |
| 1Y | -17.9% | +71.8% | -89.7% | -25.7% |
| 3Y | +21.9% | +119.0% | -97.1% | +1.2% |
| 5Y | +52.1% | -43.8% | +96.0% | +62.2% |
| All | +239.9% | +56.2% | +183.7% | +170.2% |
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 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