+23.2%
TOST vs ILMN
+49.0%
-25.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.2% | +7.6% | -0.6% |
| 7D | +11.6% | -28.3% | +39.9% | +12.2% |
| 30D | +16.2% | -24.0% | +40.2% | +16.3% |
| 3M | +1.0% | +4.1% | -3.0% | -1.6% |
| 6M | +23.2% | +49.6% | -26.4% | +20.1% |
| All | +23.2% | +49.0% | -25.8% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling