+24,878.1%
TSCO vs ILMN
+1,342.1%
+23,536.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +0.1% | +0.7% | -0.7% | -0.1% |
| 30D | +8.7% | -22.7% | +31.4% | +11.8% |
| 3M | +1.2% | +8.6% | -7.4% | -1.0% |
| 6M | +21.6% | +43.8% | -22.3% | +14.0% |
| YTD | -25.3% | +59.8% | -85.1% | -31.3% |
| 1Y | -33.0% | +71.8% | -104.8% | -39.0% |
| 3Y | -2.3% | +119.0% | -121.2% | -15.9% |
| 5Y | -9.2% | -43.8% | +34.7% | -8.5% |
| 10Y | +202.2% | +56.4% | +145.8% | +161.4% |
| All | +24,878.1% | +1,342.1% | +23,536.0% | +12,779.3% |
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 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