-5.9%
CARR vs ILMN
+109.0%
-114.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | +0.6% | -3.9% | +4.5% | +1.1% |
| 30D | -8.7% | +6.9% | -15.5% | -9.4% |
| 3M | -18.4% | +28.1% | -46.5% | -20.6% |
| 6M | -0.6% | +65.0% | -65.6% | -5.8% |
| YTD | +10.9% | +56.3% | -45.4% | +4.9% |
| All | -5.9% | +109.0% | -114.9% | -13.0% |
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 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