+17.1%
CI vs ILMN
+74.0%
-56.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.5% |
| 7D | -1.6% | -9.7% | +8.1% | -2.0% |
| 30D | +5.4% | -20.4% | +25.8% | +4.4% |
| 3M | +7.3% | +10.0% | -2.8% | +7.5% |
| 6M | +5.3% | +49.5% | -44.2% | +4.6% |
| YTD | +8.5% | +62.5% | -54.0% | +5.6% |
| 1Y | +17.1% | +76.0% | -58.9% | +9.9% |
| All | +17.1% | +74.0% | -56.9% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling