+1,672.6%
CB vs ILMN
+1,459.1%
+213.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.6% |
| 7D | +5.3% | -21.6% | +26.8% | +7.7% |
| 30D | +13.2% | -22.9% | +36.1% | +15.9% |
| 3M | +7.8% | +11.6% | -3.8% | +5.7% |
| 6M | +15.8% | +62.5% | -46.8% | +8.7% |
| YTD | +21.0% | +72.7% | -51.7% | +12.4% |
| 1Y | +32.2% | +93.9% | -61.7% | +21.2% |
| 3Y | +76.7% | +99.2% | -22.5% | +57.4% |
| 5Y | +110.4% | -44.8% | +155.2% | +111.9% |
| 10Y | +261.0% | +73.0% | +188.0% | +211.1% |
| All | +1,672.6% | +1,459.1% | +213.5% | +858.5% |
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