+150.9%
CI vs ILMN
+59.3%
+91.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | -1.3% | -6.0% | +4.7% | -0.7% |
| 30D | +6.4% | -23.0% | +29.4% | +9.1% |
| 3M | +10.7% | +10.4% | +0.3% | +8.1% |
| 6M | +5.5% | +49.4% | -43.9% | -1.3% |
| YTD | +11.4% | +62.3% | -51.0% | +2.5% |
| 1Y | +15.0% | +73.7% | -58.6% | +4.8% |
| 3Y | +9.0% | +122.5% | -113.6% | -8.0% |
| 5Y | +52.0% | -43.2% | +95.1% | +61.7% |
| 10Y | +150.9% | +59.0% | +92.0% | +111.4% |
| All | +150.9% | +59.3% | +91.6% | +111.4% |
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