+158.7%
CI vs ILMN
+60.6%
+98.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.9% |
| 7D | -1.6% | -9.7% | +8.1% | -0.5% |
| 30D | +5.4% | -20.4% | +25.8% | +7.6% |
| 3M | +7.3% | +10.0% | -2.8% | +4.8% |
| 6M | +5.3% | +49.5% | -44.2% | -1.4% |
| YTD | +8.5% | +62.5% | -54.0% | -0.1% |
| 1Y | +17.1% | +76.0% | -58.9% | +6.7% |
| 3Y | +1.4% | +94.2% | -92.8% | -12.2% |
| 5Y | +50.5% | -46.3% | +96.8% | +62.3% |
| All | +158.7% | +60.6% | +98.2% | +124.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling