+690.5%
CAT vs ILMN
+58.7%
+631.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +1.7% | -6.0% | +7.8% | +3.1% |
| 30D | -24.6% | -23.0% | -1.5% | -20.6% |
| 3M | -28.5% | +10.4% | -38.9% | -30.6% |
| 6M | -34.8% | +49.4% | -84.2% | -41.0% |
| YTD | +5.9% | +62.3% | -56.4% | -6.6% |
| 1Y | +6.8% | +73.7% | -66.8% | -7.3% |
| 3Y | +161.1% | +122.5% | +38.6% | +106.2% |
| 5Y | +213.4% | -43.2% | +256.6% | +223.8% |
| All | +690.5% | +58.7% | +631.8% | +516.8% |
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