+42.0%
TMUS vs ILMN
-51.8%
+93.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | +5.3% | +9.2% | -3.9% | +4.7% |
| 3M | +3.1% | +29.8% | -26.7% | +1.4% |
| 6M | -16.5% | +69.2% | -85.7% | -19.4% |
| YTD | -9.2% | +66.4% | -75.5% | -12.4% |
| 1Y | -26.5% | +123.4% | -149.9% | -31.2% |
| 3Y | +39.0% | +33.2% | +5.9% | +36.3% |
| All | +42.0% | -51.8% | +93.8% | +71.4% |
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 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