+645.1%
TXN vs ILMN
+1,401.8%
-756.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | -0.1% | +1.2% | -1.3% | -0.3% |
| 30D | -6.9% | +9.2% | -16.1% | -8.5% |
| 3M | -14.9% | +29.8% | -44.8% | -18.9% |
| 6M | +29.0% | +69.2% | -40.2% | +17.0% |
| YTD | +51.5% | +66.4% | -14.9% | +37.3% |
| 1Y | +41.6% | +123.4% | -81.8% | +20.9% |
| 3Y | +65.8% | +33.2% | +32.7% | +51.4% |
| 5Y | +56.8% | -52.0% | +108.8% | +65.3% |
| 10Y | +387.5% | +33.6% | +353.9% | +328.4% |
| All | +645.1% | +1,401.8% | -756.7% | +226.3% |
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