+14.6%
TMUS vs ILMN
+83.5%
-68.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.2% | +9.1% | +0.2% |
| 7D | +9.0% | -28.3% | +37.3% | +6.6% |
| 30D | -3.2% | -24.0% | +20.7% | -4.9% |
| 3M | -6.9% | +4.1% | -11.0% | -7.2% |
| 6M | -16.4% | +49.6% | -66.0% | -15.7% |
| YTD | -19.6% | +58.6% | -78.2% | -18.7% |
| 1Y | -19.9% | +69.9% | -89.8% | -19.0% |
| All | +14.6% | +83.5% | -68.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling