+421.8%
TPR vs ILMN
+83.5%
+338.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.2% | +15.3% | +8.4% |
| 7D | +13.9% | -28.3% | +42.1% | +19.7% |
| 30D | +14.9% | -24.0% | +38.9% | +19.4% |
| 3M | -15.4% | +4.1% | -19.4% | -17.9% |
| 6M | -4.5% | +49.6% | -54.0% | -14.6% |
| YTD | +6.0% | +58.6% | -52.6% | -7.4% |
| 1Y | +24.3% | +69.9% | -45.6% | +6.8% |
| All | +421.8% | +83.5% | +338.3% | +309.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling