-40.4%
TSCO vs ILMN
+109.0%
-149.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.6% |
| 7D | -2.5% | -3.9% | +1.4% | -2.4% |
| 30D | -1.1% | +6.9% | -8.0% | -1.3% |
| 3M | +14.3% | +28.1% | -13.8% | +13.0% |
| 6M | -31.9% | +65.0% | -96.8% | -33.3% |
| YTD | -30.7% | +56.3% | -87.0% | -32.3% |
| All | -40.4% | +109.0% | -149.4% | -42.6% |
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