+183.3%
CAT vs ILMN
-46.1%
+229.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | -10.3% | -9.7% | -0.6% | -8.7% |
| 30D | -31.2% | -20.4% | -10.8% | -28.7% |
| 3M | -34.7% | +10.0% | -44.7% | -36.0% |
| 6M | -39.5% | +49.5% | -89.0% | -43.9% |
| YTD | -1.7% | +62.5% | -64.2% | -10.8% |
| 1Y | -1.1% | +76.0% | -77.1% | -11.6% |
| 3Y | +143.9% | +94.2% | +49.7% | +107.6% |
| All | +183.3% | -46.1% | +229.4% | +168.2% |
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 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