+3,497.4%
TTWO vs ILMN
+1,324.6%
+2,172.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +6.0% | -2.9% | +8.9% | +6.4% |
| 30D | +13.2% | -23.8% | +37.0% | +17.4% |
| 3M | -5.8% | +7.5% | -13.3% | -8.1% |
| 6M | +0.4% | +42.8% | -42.4% | -6.9% |
| YTD | -11.0% | +57.8% | -68.8% | -19.2% |
| 1Y | -4.1% | +72.6% | -76.7% | -14.2% |
| 3Y | +51.8% | +129.3% | -77.6% | +25.5% |
| 5Y | +21.3% | -44.5% | +65.8% | +23.4% |
| 10Y | +375.1% | +54.5% | +320.6% | +307.0% |
| All | +3,497.4% | +1,324.6% | +2,172.7% | +1,684.4% |
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