+709.2%
TWLO vs ILMN
+57.7%
+651.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.3% |
| 7D | -2.0% | +1.2% | -3.2% | -2.6% |
| 30D | +20.6% | +9.2% | +11.4% | +14.2% |
| 3M | -1.5% | +29.8% | -31.4% | -15.4% |
| 6M | +89.4% | +69.2% | +20.2% | +41.5% |
| YTD | +63.8% | +66.4% | -2.6% | +22.1% |
| 1Y | +119.7% | +123.4% | -3.7% | +39.1% |
| 3Y | +256.1% | +33.2% | +223.0% | +174.3% |
| 5Y | -36.6% | -52.0% | +15.4% | -17.5% |
| 10Y | +304.3% | +33.6% | +270.7% | +230.4% |
| All | +709.2% | +57.7% | +651.6% | +496.9% |
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