+34.5%
TTWO vs ILMN
-54.6%
+89.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.5% |
| 7D | -2.3% | -3.9% | +1.6% | -1.7% |
| 30D | -16.7% | +6.9% | -23.6% | -17.9% |
| 3M | -0.4% | +28.1% | -28.5% | -5.5% |
| 6M | -1.6% | +65.0% | -66.6% | -11.5% |
| YTD | -17.5% | +56.3% | -73.8% | -25.2% |
| 1Y | -14.8% | +108.7% | -123.5% | -27.7% |
| 3Y | +47.9% | +33.1% | +14.8% | +35.3% |
| 5Y | +34.5% | -54.1% | +88.6% | +67.6% |
| All | +34.5% | -54.6% | +89.1% | +67.6% |
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 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