+1,513.4%
CB vs ILMN
+1,401.8%
+111.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.7% |
| 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% | +5.6% |
| 6M | +2.9% | +69.2% | -66.4% | -3.4% |
| YTD | +10.1% | +66.4% | -56.3% | +3.4% |
| 1Y | +22.8% | +123.4% | -100.6% | +10.9% |
| 3Y | +73.8% | +33.2% | +40.6% | +63.0% |
| 5Y | +99.2% | -52.0% | +151.1% | +105.1% |
| 10Y | +218.2% | +33.6% | +184.6% | +182.6% |
| All | +1,513.4% | +1,401.8% | +111.6% | +781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling