+107.8%
CB vs ILMN
-44.7%
+152.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | +2.9% | -2.9% | +5.8% | +3.0% |
| 30D | +7.3% | -23.8% | +31.1% | +8.0% |
| 3M | +9.4% | +7.5% | +1.9% | +8.6% |
| 6M | +19.6% | +42.8% | -23.1% | +17.4% |
| YTD | +21.5% | +57.8% | -36.3% | +18.5% |
| 1Y | +28.0% | +72.6% | -44.6% | +24.4% |
| 3Y | +74.9% | +129.3% | -54.5% | +64.9% |
| All | +107.8% | -44.7% | +152.4% | +117.3% |
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