-9.2%
TSCO vs ILMN
-44.2%
+35.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +0.1% | +0.7% | -0.7% | 0.0% |
| 30D | +8.7% | -22.7% | +31.4% | +11.7% |
| 3M | +1.2% | +8.6% | -7.4% | -1.7% |
| 6M | +21.6% | +43.8% | -22.3% | +12.4% |
| YTD | -25.3% | +59.8% | -85.1% | -32.6% |
| 1Y | -33.0% | +71.8% | -104.8% | -40.4% |
| 3Y | -2.3% | +119.0% | -121.2% | -19.6% |
| 5Y | -9.2% | -43.8% | +34.7% | -8.3% |
| All | -9.2% | -44.2% | +35.1% | -8.3% |
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