+37.7%
TMUS vs ILMN
-49.5%
+87.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.2% | +9.1% | +1.1% |
| 7D | +9.0% | -28.3% | +37.3% | +9.7% |
| 30D | -3.2% | -24.0% | +20.7% | -2.8% |
| 3M | -6.9% | +4.1% | -11.0% | -8.1% |
| 6M | -16.4% | +49.6% | -66.0% | -19.4% |
| YTD | -19.6% | +58.6% | -78.2% | -23.0% |
| 1Y | -19.9% | +69.9% | -89.8% | -23.7% |
| 3Y | +14.5% | +82.9% | -68.4% | +5.6% |
| 5Y | +37.7% | -47.6% | +85.3% | +54.6% |
| All | +37.7% | -49.5% | +87.2% | +54.6% |
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