+248.2%
CB vs ILMN
+60.6%
+187.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.2% | -2.0% |
| 7D | +0.2% | -9.7% | +9.9% | +1.1% |
| 30D | +9.1% | -20.4% | +29.5% | +11.0% |
| 3M | +3.4% | +10.0% | -6.6% | +1.5% |
| 6M | +14.1% | +49.5% | -35.4% | +8.1% |
| YTD | +18.0% | +62.5% | -44.5% | +10.3% |
| 1Y | +30.1% | +76.0% | -45.8% | +20.5% |
| 3Y | +71.8% | +94.2% | -22.4% | +52.6% |
| 5Y | +101.8% | -46.3% | +148.2% | +115.2% |
| All | +248.2% | +60.6% | +187.6% | +211.2% |
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 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