-44.5%
TOST vs ILMN
-49.8%
+5.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.4% |
| 7D | +9.4% | -9.7% | +19.1% | +13.6% |
| 30D | +13.5% | -20.4% | +33.9% | +22.2% |
| 3M | -0.1% | +10.0% | -10.2% | -9.0% |
| 6M | +22.5% | +49.5% | -27.0% | -4.8% |
| YTD | -2.4% | +62.5% | -64.9% | -28.3% |
| 1Y | -4.7% | +76.0% | -80.7% | -32.8% |
| 3Y | +103.2% | +94.2% | +9.1% | +19.9% |
| 5Y | -41.2% | -46.3% | +5.1% | -10.9% |
| All | -44.5% | -49.8% | +5.3% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling