+48.9%
CIEN vs ILMN
+92.1%
-43.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.4% | -7.7% |
| 7D | -25.0% | -21.6% | -3.5% | -19.7% |
| 30D | -30.1% | -22.9% | -7.3% | -25.2% |
| 3M | -33.8% | +11.6% | -45.4% | -36.0% |
| 6M | -49.4% | +62.5% | -112.0% | -56.2% |
| YTD | +16.4% | +72.7% | -56.3% | -5.3% |
| 1Y | +48.9% | +93.9% | -45.0% | +10.0% |
| All | +48.9% | +92.1% | -43.3% | +10.0% |
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