+688.6%
CAT vs ILMN
+54.3%
+634.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +7.4% | -2.9% | +10.3% | +8.1% |
| 30D | -19.7% | -23.8% | +4.2% | -15.2% |
| 3M | -29.6% | +7.5% | -37.1% | -31.3% |
| 6M | -33.2% | +42.8% | -76.0% | -38.9% |
| YTD | +5.7% | +57.8% | -52.2% | -6.3% |
| 1Y | +9.3% | +72.6% | -63.3% | -5.0% |
| 3Y | +158.3% | +129.3% | +29.0% | +102.7% |
| 5Y | +211.6% | -44.5% | +256.1% | +223.4% |
| All | +688.6% | +54.3% | +634.3% | +519.0% |
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