+24.6%
TTWO vs ILMN
-43.8%
+68.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +10.7% | -6.0% | +16.7% | +11.6% |
| 30D | +10.8% | -23.0% | +33.8% | +14.7% |
| 3M | -7.7% | +10.4% | -18.1% | -10.7% |
| 6M | +4.4% | +49.4% | -45.0% | -5.1% |
| YTD | -9.7% | +62.3% | -72.0% | -19.6% |
| 1Y | -3.9% | +73.7% | -77.6% | -15.6% |
| 3Y | +56.4% | +122.5% | -66.1% | +23.3% |
| 5Y | +24.6% | -43.2% | +67.7% | +36.6% |
| All | +24.6% | -43.8% | +68.3% | +36.6% |
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