-0.8%
TOST vs ILMN
+92.1%
-92.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.9% | +10.4% | +6.1% |
| 7D | +10.7% | -21.6% | +32.3% | +14.2% |
| 30D | +17.7% | -22.9% | +40.6% | +21.6% |
| 3M | +4.6% | +11.6% | -7.0% | -1.3% |
| 6M | +20.3% | +62.5% | -42.3% | +0.5% |
| YTD | -0.4% | +72.7% | -73.1% | -21.3% |
| 1Y | -0.8% | +93.9% | -94.6% | -31.7% |
| All | -0.8% | +92.1% | -92.9% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling