+42.5%
CI vs ILMN
-51.8%
+94.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | +1.3% | +1.2% | +0.1% | +1.3% |
| 30D | +4.4% | +9.2% | -4.7% | +4.1% |
| 3M | +0.7% | +29.8% | -29.2% | -0.5% |
| 6M | +0.3% | +69.2% | -68.9% | -2.2% |
| YTD | +3.8% | +66.4% | -62.6% | +1.2% |
| 1Y | -5.5% | +123.4% | -128.9% | -9.6% |
| 3Y | +8.1% | +33.2% | -25.1% | +6.4% |
| All | +42.5% | -51.8% | +94.4% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling