-33.0%
TSCO vs ILMN
+70.7%
-103.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.4% |
| 7D | +0.1% | +0.7% | -0.7% | +0.1% |
| 30D | +8.7% | -22.7% | +31.4% | +7.4% |
| 3M | +1.2% | +8.6% | -7.4% | -0.5% |
| 6M | +21.6% | +43.8% | -22.3% | +18.0% |
| YTD | -25.3% | +59.8% | -85.1% | -29.0% |
| 1Y | -33.0% | +71.8% | -104.8% | -37.8% |
| All | -33.0% | +70.7% | -103.6% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling