+101.0%
CB vs ILMN
-51.8%
+152.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.9% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | -3.1% | +9.2% | -12.3% | -3.5% |
| 3M | +9.0% | +29.8% | -20.9% | +7.8% |
| 6M | +2.9% | +69.2% | -66.4% | +0.5% |
| YTD | +10.1% | +66.4% | -56.3% | +7.6% |
| 1Y | +22.8% | +123.4% | -100.6% | +18.1% |
| 3Y | +73.8% | +33.2% | +40.6% | +71.3% |
| All | +101.0% | -51.8% | +152.9% | +121.0% |
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