+48.0%
TMUS vs ILMN
-43.3%
+91.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +4.1% |
| 7D | +5.3% | -2.6% | +7.9% | +5.4% |
| 30D | +13.5% | -20.6% | +34.2% | +14.0% |
| 3M | -4.2% | +17.5% | -21.7% | -5.9% |
| 6M | -11.9% | +55.6% | -67.5% | -15.0% |
| YTD | -15.6% | +68.3% | -83.9% | -19.2% |
| 1Y | -16.8% | +81.1% | -97.9% | -20.9% |
| 3Y | +20.8% | +112.2% | -91.4% | +9.8% |
| 5Y | +48.0% | -42.6% | +90.6% | +66.5% |
| All | +48.0% | -43.3% | +91.4% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling