+398.3%
TTWO vs ILMN
+25.5%
+372.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.2% |
| 7D | +1.3% | -9.2% | +10.5% | +3.6% |
| 30D | -13.4% | +4.4% | -17.8% | -14.6% |
| 3M | +3.1% | +23.9% | -20.8% | -2.9% |
| 6M | +3.8% | +64.5% | -60.7% | -9.3% |
| YTD | -15.3% | +53.5% | -68.7% | -24.9% |
| 1Y | -11.1% | +110.8% | -121.9% | -28.2% |
| 3Y | +52.0% | +30.7% | +21.3% | +33.7% |
| 5Y | +40.9% | -54.8% | +95.8% | +63.9% |
| All | +398.3% | +25.5% | +372.8% | +322.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling