+421.5%
CARR vs ILMN
+2.0%
+419.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.9% |
| 7D | -3.8% | -5.4% | +1.6% | -2.6% |
| 30D | -8.9% | +7.0% | -15.9% | -10.4% |
| 3M | -17.3% | +24.2% | -41.5% | -21.4% |
| 6M | -1.4% | +69.9% | -71.3% | -12.7% |
| YTD | +10.0% | +57.4% | -47.4% | -1.6% |
| 1Y | -6.4% | +107.9% | -114.2% | -22.1% |
| 3Y | +1.5% | +37.1% | -35.6% | -10.0% |
| 5Y | +9.3% | -53.7% | +63.0% | +14.1% |
| All | +421.5% | +2.0% | +419.5% | +373.8% |
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