-44.4%
TOST vs ILMN
-48.0%
+3.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -1.2% |
| 7D | +4.0% | -2.6% | +6.6% | +4.6% |
| 30D | +11.1% | -20.6% | +31.7% | +19.9% |
| 3M | +0.8% | +17.5% | -16.6% | -10.7% |
| 6M | +38.8% | +55.6% | -16.8% | +6.4% |
| YTD | -2.1% | +68.3% | -70.4% | -29.1% |
| 1Y | -6.0% | +81.1% | -87.1% | -34.6% |
| 3Y | +149.8% | +112.2% | +37.6% | +39.3% |
| 5Y | -42.8% | -42.6% | -0.2% | -16.2% |
| All | -44.4% | -48.0% | +3.6% | -14.7% |
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 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