+3,290.1%
TTWO vs ILMN
+1,401.8%
+1,888.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | -8.8% | +1.2% | -10.0% | -9.0% |
| 30D | -8.6% | +9.2% | -17.8% | -10.1% |
| 3M | -0.9% | +29.8% | -30.8% | -5.5% |
| 6M | -0.5% | +69.2% | -69.7% | -9.4% |
| YTD | -16.1% | +66.4% | -82.5% | -23.6% |
| 1Y | -10.8% | +123.4% | -134.2% | -23.2% |
| 3Y | +51.4% | +33.2% | +18.2% | +38.1% |
| 5Y | +33.7% | -52.0% | +85.7% | +40.7% |
| 10Y | +380.3% | +33.6% | +346.7% | +321.8% |
| All | +3,290.1% | +1,401.8% | +1,888.3% | +1,586.1% |
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