+45.0%
TXN vs ILMN
+108.3%
-63.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | +2.7% | -3.9% | +6.5% | +2.9% |
| 30D | -6.7% | +6.9% | -13.6% | -7.1% |
| 3M | -8.9% | +28.1% | -37.0% | -10.3% |
| 6M | +34.7% | +65.0% | -30.3% | +30.2% |
| YTD | +53.3% | +56.3% | -3.0% | +48.2% |
| 1Y | +45.0% | +108.7% | -63.7% | +35.7% |
| All | +45.0% | +108.3% | -63.3% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling