-4.6%
CARR vs ILMN
+127.6%
-132.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.2% |
| 7D | +1.6% | +1.2% | +0.3% | +1.4% |
| 30D | -8.7% | +9.2% | -17.9% | -9.7% |
| 3M | -12.6% | +29.8% | -42.4% | -15.2% |
| 6M | -1.5% | +69.2% | -70.7% | -7.3% |
| YTD | +14.3% | +66.4% | -52.1% | +7.1% |
| 1Y | -4.6% | +123.4% | -128.0% | -12.6% |
| All | -4.6% | +127.6% | -132.2% | -12.6% |
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