+105.5%
CB vs ILMN
-49.5%
+155.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.2% | +7.5% | -0.4% |
| 7D | +2.6% | -28.3% | +30.9% | +3.5% |
| 30D | +11.2% | -24.0% | +35.2% | +11.9% |
| 3M | +5.7% | +4.1% | +1.7% | +5.1% |
| 6M | +15.9% | +49.6% | -33.6% | +13.6% |
| YTD | +20.2% | +58.6% | -38.4% | +17.2% |
| 1Y | +32.4% | +69.9% | -37.5% | +28.8% |
| 3Y | +75.5% | +82.9% | -7.4% | +68.1% |
| 5Y | +105.5% | -47.6% | +153.1% | +117.2% |
| All | +105.5% | -49.5% | +155.0% | +117.2% |
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