+379.1%
TPR vs ILMN
+60.6%
+318.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | +14.2% | -9.7% | +23.9% | +16.7% |
| 30D | +17.1% | -20.4% | +37.5% | +22.7% |
| 3M | -17.7% | +10.0% | -27.7% | -21.9% |
| 6M | -10.2% | +49.5% | -59.7% | -22.2% |
| YTD | +4.9% | +62.5% | -57.6% | -12.4% |
| 1Y | +36.1% | +76.0% | -39.9% | +11.0% |
| 3Y | +416.5% | +94.2% | +322.3% | +286.7% |
| 5Y | +254.8% | -46.3% | +301.1% | +275.4% |
| All | +379.1% | +60.6% | +318.6% | +308.3% |
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