-1.8%
CARR vs ILMN
+92.1%
-93.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.0% |
| 7D | -0.7% | -21.6% | +20.9% | +1.8% |
| 30D | +0.3% | -22.9% | +23.2% | +2.9% |
| 3M | -14.9% | +11.6% | -26.5% | -16.7% |
| 6M | -14.9% | +62.5% | -77.4% | -21.0% |
| YTD | +7.0% | +72.7% | -65.7% | -5.7% |
| 1Y | -1.8% | +93.9% | -95.6% | -18.7% |
| All | -1.8% | +92.1% | -93.9% | -18.7% |
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