+192.1%
CAT vs ILMN
-49.5%
+241.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.2% | +1.8% | -5.0% |
| 7D | -14.5% | -28.3% | +13.8% | -9.9% |
| 30D | -35.7% | -24.0% | -11.8% | -32.9% |
| 3M | -36.3% | +4.1% | -40.4% | -37.1% |
| 6M | -38.5% | +49.6% | -88.1% | -43.0% |
| YTD | -2.5% | +58.6% | -61.1% | -11.2% |
| 1Y | -1.9% | +69.9% | -71.8% | -11.7% |
| 3Y | +139.2% | +82.9% | +56.3% | +105.7% |
| 5Y | +192.1% | -47.6% | +239.8% | +167.1% |
| All | +192.1% | -49.5% | +241.6% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling