+240.4%
TPR vs ILMN
-51.8%
+292.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -2.3% | +1.2% | -3.5% | -2.7% |
| 30D | -23.0% | +9.2% | -32.1% | -25.0% |
| 3M | -12.5% | +29.8% | -42.3% | -19.2% |
| 6M | -21.4% | +69.2% | -90.6% | -32.7% |
| YTD | -3.5% | +66.4% | -69.9% | -17.8% |
| 1Y | +17.4% | +123.4% | -106.1% | -9.8% |
| 3Y | +291.3% | +33.2% | +258.1% | +237.4% |
| All | +240.4% | -51.8% | +292.2% | +286.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling