+45.2%
TTWO vs ILMN
+32.3%
+12.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | -2.3% | -3.9% | +1.6% | -2.0% |
| 30D | -16.7% | +6.9% | -23.6% | -17.4% |
| 3M | -0.4% | +28.1% | -28.5% | -3.3% |
| 6M | -1.6% | +65.0% | -66.6% | -7.3% |
| YTD | -17.5% | +56.3% | -73.8% | -21.9% |
| 1Y | -14.8% | +108.7% | -123.5% | -22.0% |
| All | +45.2% | +32.3% | +12.9% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling