+394.0%
CARR vs ILMN
+2.2%
+391.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +3.5% | -2.9% | +6.3% | +4.1% |
| 30D | +0.4% | -23.8% | +24.2% | +5.4% |
| 3M | -14.1% | +7.5% | -21.5% | -16.6% |
| 6M | -16.7% | +42.8% | -59.5% | -24.2% |
| YTD | +4.2% | +57.8% | -53.6% | -8.0% |
| 1Y | -0.2% | +72.6% | -72.8% | -13.6% |
| 3Y | +10.9% | +129.3% | -118.5% | -13.0% |
| 5Y | +3.9% | -44.5% | +48.4% | +4.5% |
| All | +394.0% | +2.2% | +391.8% | +343.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling