+415.7%
TXN vs ILMN
+25.5%
+390.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.8% |
| 7D | +2.7% | -3.9% | +6.5% | +3.7% |
| 30D | -6.7% | +6.9% | -13.6% | -8.7% |
| 3M | -8.9% | +28.1% | -37.0% | -15.4% |
| 6M | +34.7% | +65.0% | -30.3% | +15.7% |
| YTD | +53.3% | +56.3% | -3.0% | +32.8% |
| 1Y | +45.0% | +108.7% | -63.7% | +13.9% |
| 3Y | +73.1% | +33.1% | +40.0% | +48.6% |
| 5Y | +59.9% | -54.1% | +114.0% | +83.9% |
| 10Y | +415.7% | +27.8% | +387.8% | +326.0% |
| All | +415.7% | +25.5% | +390.2% | +326.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling