+756.8%
TXN vs ILMN
+1,419.4%
-662.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +6.0% |
| 7D | -2.1% | -2.6% | +0.5% | -1.6% |
| 30D | +4.7% | -20.6% | +25.4% | +8.7% |
| 3M | +3.9% | +17.5% | -13.6% | +0.3% |
| 6M | +3.8% | +55.6% | -51.8% | -4.8% |
| YTD | +74.2% | +68.3% | +5.8% | +56.5% |
| 1Y | +88.2% | +81.1% | +7.1% | +67.0% |
| 3Y | +124.0% | +112.2% | +11.8% | +88.2% |
| 5Y | +78.4% | -42.6% | +121.0% | +81.5% |
| 10Y | +455.6% | +70.5% | +385.1% | +371.3% |
| All | +756.8% | +1,419.4% | -662.6% | +272.2% |
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