+8,486.3%
TPR vs ILMN
+1,087.9%
+7,398.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -8.2% | +15.3% | +8.5% |
| 7D | +13.9% | -28.3% | +42.1% | +20.0% |
| 30D | +14.9% | -24.0% | +38.9% | +19.7% |
| 3M | -15.4% | +4.1% | -19.4% | -17.2% |
| 6M | -4.5% | +49.6% | -54.0% | -12.7% |
| YTD | +6.0% | +58.6% | -52.6% | -4.9% |
| 1Y | +24.3% | +69.9% | -45.6% | +10.2% |
| 3Y | +412.8% | +82.9% | +329.9% | +336.6% |
| 5Y | +258.4% | -47.6% | +306.1% | +270.8% |
| 10Y | +396.8% | +58.8% | +338.0% | +318.5% |
| All | +8,486.3% | +1,087.9% | +7,398.4% | +3,468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling