+937.4%
CI vs ILMN
+1,401.8%
-464.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.1% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | +4.4% | +9.2% | -4.7% | +3.3% |
| 3M | +0.7% | +29.8% | -29.2% | -2.4% |
| 6M | +0.3% | +69.2% | -68.9% | -5.7% |
| YTD | +3.8% | +66.4% | -62.6% | -2.5% |
| 1Y | -5.5% | +123.4% | -128.9% | -14.6% |
| 3Y | +8.1% | +33.2% | -25.1% | +1.4% |
| 5Y | +42.8% | -52.0% | +94.8% | +46.9% |
| 10Y | +143.9% | +33.6% | +110.3% | +118.7% |
| All | +937.4% | +1,401.8% | -464.4% | +565.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling