+805.3%
TXN vs ILMN
+1,342.1%
-536.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.1% |
| 7D | +12.3% | +0.7% | +11.6% | +12.2% |
| 30D | +9.1% | -22.7% | +31.8% | +13.7% |
| 3M | +13.5% | +8.6% | +4.9% | +11.0% |
| 6M | +6.9% | +43.8% | -36.9% | -0.6% |
| YTD | +84.0% | +59.8% | +24.3% | +66.8% |
| 1Y | +95.8% | +71.8% | +24.0% | +75.2% |
| 3Y | +130.3% | +119.0% | +11.4% | +92.6% |
| 5Y | +89.2% | -43.8% | +133.0% | +93.2% |
| 10Y | +486.5% | +56.4% | +430.1% | +404.4% |
| All | +805.3% | +1,342.1% | -536.8% | +296.7% |
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 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