+617.7%
TWLO vs ILMN
+59.5%
+558.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.5% |
| 7D | -0.5% | -2.6% | +2.1% | +0.7% |
| 30D | -28.6% | -20.6% | -8.0% | -19.8% |
| 3M | -14.4% | +17.5% | -31.8% | -21.9% |
| 6M | +2.4% | +55.6% | -53.2% | -20.5% |
| YTD | +45.3% | +68.3% | -23.1% | +7.2% |
| 1Y | +61.8% | +81.1% | -19.3% | +14.8% |
| 3Y | +269.0% | +112.2% | +156.8% | +118.7% |
| 5Y | -33.5% | -42.6% | +9.1% | -21.6% |
| 10Y | +549.6% | +70.5% | +479.1% | +426.9% |
| All | +617.7% | +59.5% | +558.2% | +424.2% |
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