+10.6%
CI vs ILMN
+49.0%
-38.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.2% | +6.9% | -2.0% |
| 7D | +1.0% | -28.3% | +29.3% | -1.9% |
| 30D | +9.9% | -24.0% | +33.8% | +7.5% |
| 3M | +12.1% | +4.1% | +8.0% | +14.2% |
| 6M | +10.6% | +49.6% | -39.0% | +11.8% |
| All | +10.6% | +49.0% | -38.4% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling