+3,552.5%
TTWO vs ILMN
+1,365.4%
+2,187.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 6M | +4.4% | +49.4% | -45.0% | -3.8% |
| YTD | -9.7% | +62.3% | -72.0% | -18.3% |
| 1Y | -3.9% | +73.7% | -77.6% | -14.1% |
| 3Y | +56.4% | +122.5% | -66.1% | +29.9% |
| 5Y | +24.6% | -43.2% | +67.7% | +26.3% |
| 10Y | +382.4% | +59.0% | +323.4% | +311.4% |
| All | +3,552.5% | +1,365.4% | +2,187.1% | +1,703.7% |
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