+7.3%
CARR vs ILMN
+135.0%
-127.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | -4.3% | -9.8% | +5.5% | -2.5% |
| 30D | -4.2% | -22.7% | +18.6% | +0.1% |
| 3M | -16.1% | +12.1% | -28.1% | -19.3% |
| 6M | -20.1% | +51.5% | -71.5% | -28.2% |
| YTD | +1.9% | +63.9% | -61.9% | -10.9% |
| 1Y | -6.1% | +76.6% | -82.6% | -19.3% |
| 3Y | +7.3% | +124.6% | -117.3% | -14.2% |
| All | +7.3% | +135.0% | -127.7% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling