+217.6%
CB vs ILMN
+33.5%
+184.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.8% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | -3.1% | +9.2% | -12.3% | -4.1% |
| 3M | +9.0% | +29.8% | -20.9% | +5.8% |
| 6M | +2.9% | +69.2% | -66.4% | -3.2% |
| YTD | +10.1% | +66.4% | -56.3% | +3.6% |
| 1Y | +22.8% | +123.4% | -100.6% | +11.0% |
| 3Y | +73.8% | +33.2% | +40.6% | +64.7% |
| 5Y | +99.2% | -52.0% | +151.1% | +117.8% |
| All | +217.6% | +33.5% | +184.1% | +175.2% |
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